Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting
Author:
Affiliation:
1. School of Finance, Yunnan University of Finance and Economics Kunming China
2. School of Economics & Management, Southwest Jiaotong University Chengdu China
3. School of Business, Sichuan Normal University Chengdu China
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2345
Reference87 articles.
1. Nowcasting GDP in Real Time: A Density Combination Approach
2. What do we learn from the price of crude oil futures?
3. Forecasting the Price of Oil
4. Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test
5. Comparing Density Forecasts via Weighted Likelihood Ratio Tests
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