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Determinants of oil futures prices and convenience yields - MaRDI portal

Determinants of oil futures prices and convenience yields (Q5745644)

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scientific article; zbMATH DE number 6252527
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Determinants of oil futures prices and convenience yields
scientific article; zbMATH DE number 6252527

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    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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