A functional time series analysis of forward curves derived from commodity futures
We study forward curves formed from commodity futures prices listed on the Standard and
Poor's-Goldman Sachs Commodities Index (S&P GSCI) using recently developed tools in …
Poor's-Goldman Sachs Commodities Index (S&P GSCI) using recently developed tools in …
[PDF][PDF] Tactical Value in Roll lndices
MA Seaward - 2017 - researchgate.net
This paper aims to look at the different types of oil indices and how they reflect the returns of
crude oil both in different time horizons and different market conditions. To do this, I have …
crude oil both in different time horizons and different market conditions. To do this, I have …