Determinants of oil futures prices and convenience yields (Q5745644)
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scientific article; zbMATH DE number 6252527
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| English | Determinants of oil futures prices and convenience yields |
scientific article; zbMATH DE number 6252527 |
Statements
Determinants of oil futures prices and convenience yields (English)
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30 January 2014
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oil futures
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futures term structure
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theory of storage
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theory of normal backwardation
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Kalman filter
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SVAR
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0.795332133769989
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0.7817657589912415
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0.774765133857727
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0.7714065313339233
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