Does the Future Price Help Forecast the Spot Price?
| Contribuinte(s) |
University of Aberdeen, Energy University of Aberdeen, Economics |
|---|---|
| Data(s) |
28/07/2016
28/07/2016
01/06/2016
|
| Resumo |
Publisher PDF |
| Formato |
40 |
| Identificador |
Jin , X 2016 ' Does the Future Price Help Forecast the Spot Price? ' Discussion Paper in Economics , no. 8 , vol. 16 , University of Aberdeen Business School , Aberdeen . 0143-4543 PURE: 69167572 PURE UUID: 45b6c004-11a7-4a3c-a8dc-62f237c75a82 |
| Idioma(s) |
eng |
| Publicador |
University of Aberdeen Business School |
| Relação |
Discussion Paper in Economics |
| Palavras-Chave | #Forecasting #Commodities #Spot Price #Futures Price #Futures Curve #Unobserved Components Model #Stochastic Processes #HB Economic Theory #Economics, Econometrics and Finance(all) #HB |
| Tipo |
Working or discussion paper |
