Which risk factors drive oil futures price curves?
Sign Up to like & getrecommendations! Published in 2020 at "Energy Economics"
DOI: 10.1016/j.eneco.2020.104676
Abstract: We develop extensions that introduce regression structure to the multi-factor stochastic models of commodity futures price term structure dynamics. We demonstrate the accuracy with which these models can be calibrated to oil futures data and… read more here.
Keywords: factors drive; oil futures; risk factors; futures price ... See more keywords
Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102234
Abstract: Abstract Effective crude oil and natural gas futures price forecasting is a crucial endeavor for financial energy markets and is also a challenging work due to the nonlinear and fluctuant characteristic of futures price time… read more here.
Keywords: forecasting system; energy; futures price; selection ... See more keywords