Forecasting Accuracy of Crude Oil Futures Prices /
This paper undertakes an investigation into the efficiency of the crude oil futures market and the forecasting accuracy of futures prices. Efficiency of the market is analysed in terms of the expected excess returns to speculation in the futures market. Accuracy of futures prices is compared with th...
| Հիմնական հեղինակ: | |
|---|---|
| Ձևաչափ: | Ամսագիր |
| Լեզու: | English |
| Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
1991.
|
| Շարք: | IMF Working Papers; Working Paper ;
No. 1991/093 |
| Առցանց հասանելիություն: | Full text available on IMF |