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Are petroleum futures prices good predictors of cash value?
2 references·5 citing·32 second hop
Are petroleum futures prices good predictors of cash value? (1987)Are petroleum futures prices good predict…The behaviour of futures prices over time (1985)The behaviour of futures pric…Averages of Forecasts: Some Empirical Results (1983)Averages of Forecasts: Some E…Do oil spot and futures prices move together? (2015)Do oil spot and futures price…The relationship between spot and futures oil prices: Do structural breaks matter? (2014)The relationship between spot…Price discovery in energy markets (2014)Price discovery in energy mar…Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns (2004)Modelling Dynamic Conditional…Forecasting Accuracy of Crude Oil Futures Prices (1991)Forecasting Accuracy of Crude…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Information transmission across stock indices and stock index futures: International evidence using wavelet framework (2017)Revisiting global economic activity and crude oil prices: A wavelet analysis (2018)How does energy finance promote energy transition? Evidence from Shanghai crude oil futures (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? (2008)Financial Speculation in Energy and Agriculture Futures Markets: A Multivariate GARCH Approach (2013)On estimating the expected return on the market (1980)A comparison of petroleum futures versus spot prices as predictors of prices in the future (1991)Measuring seasonalities in commodity markets and the half‐month effect (1991)Price Volatility Forecasts for Agricultural Commodities: An Application of Historical Volatility Models, Option Implieds and Composite Approaches for Futures Prices of Corn and Wheat (2004)American Economic Review (2019)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Permanent and Temporary Components of Stock Prices (1988)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Combining forecasts: A review and annotated bibliography (1989)Applying Neural Networks to Prices Prediction of Crude Oil Futures (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS (2022)The Combination of Forecasts (1969)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting methods and applications (1993)Artificial neural network models for forecasting and decision making (1994)Neural Network Models for Time Series Forecasts (1996)Corn Cash Price Forecasting (2020)
this work references cited by second hop

References

  • 1983Averages of Forecasts: Some Empirical Results622 cited
  • 1985The behaviour of futures prices over time48 cited

Cited by

  • 2015Do oil spot and futures prices move together?76 cited
  • 2014The relationship between spot and futures oil prices: Do structural breaks matter?76 cited
  • 2014Price discovery in energy markets64 cited
  • 1991Forecasting Accuracy of Crude Oil Futures Prices40 cited
  • 2004Modelling Dynamic Conditional Correlations in Wti Oil Forward and Futures Returns30 cited

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