مزرعتی, محمد

[ 1 ] - برآورد پاداش ریسک در بازار آتی های نفت خام با رویکرد خودرگرسیونی برداری بیزین

In this paper, risk-premium (the difference between the future prices and expected future spot price) in US crude oil futures market over the period of 1989:1 to 2012: 11 is investigated, and then variability of risk-premium through time is explained. In addition, risk premium in different time horizons of US crude oil futures market is predicted using BVAR and VAR mode...