What do we learn from the price of crude oil futures?
نویسندگان
چکیده
منابع مشابه
Price Discovery through Crude Palm Oil Futures: An Economic Evaluation
This paper examines the forward pricing efficiency of the local crude palm oil (CPO) futures market. In an efficient market, the relevant signal to be used by -the producers, traders and processors is simply the futures price. The forward pricing efficiency is measured in terms of the forecasting ability of Malaysian crude palm oil futures price on physical price. The relative predictive power ...
متن کاملWhat Do We Learn from Experimental Algorithmics?
Experimental Algorithmics is concerned with the design, implementation , tuning, debugging and performance analysis of computer programs for solving algorithmic problems. It provides methodologies and tools for designing, developing and experimentally analyzing eecient algorithmic codes and aims at integrating and reinforcing traditional theoretical approaches for the design and analysis of alg...
متن کاملWhat do we learn from rating metaphors?
What makes some metaphors easier to understand than others? Theoretical accounts of metaphor processing appeal to dimensions like conventionality and aptness to explain variability in metaphor comprehensibility. In a typical experiment, one group of naive participants rates a set of metaphoric sentences along these dimensions, while another is timed reading the same sentences. Then, the ratings...
متن کاملEnvironmental markets: What do we learn from the lab?
In recent years some of the most influential policies have been either tested or evaluated using experimental methods. Experiments have provided significant insights on the implications of different designs on market outcomes and the lessons learned have helped improve academic debate and the interaction between policy makers and researchers. In this paper we provide an overview of experiments ...
متن کاملWhat do market-calibrated stochastic processes indicate about the long-term price of crude oil?
a r t i c l e i n f o JEL classification: C52 C53 Q47 Keywords: Oil prices Futures markets Stochastic processes Kalman filter Forecasting Stochastic process models of commodity prices are important inputs in energy investment evaluation and planning problems. In this paper, we focus on modeling and forecasting the long-term price level, since it is the dominant factor in many such applications....
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2010
ISSN: 0883-7252
DOI: 10.1002/jae.1159