Forecasting WTI crude oil futures returns: Does the term structure help?

Energy Economics ◽

10.1016/j.eneco.2021.105350 ◽

2021 ◽

pp. 105350

Author(s):

Don Bredin ◽

Conall O'Sullivan ◽

Simon Spencer

Keyword(s):

Crude Oil ◽

Term Structure ◽

Oil Futures ◽

Crude Oil Futures

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Risk premia in the term structure of crude oil futures: long-run and short-run volatility components

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-021-01032-w ◽

2022 ◽

Author(s):

Naomi Boyd ◽

Bingxin Li ◽

Rui Liu

Keyword(s):

Crude Oil ◽

Term Structure ◽

Risk Premia ◽

Oil Futures ◽

Long Run ◽

Short Run ◽

Crude Oil Futures

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Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks

SSRN Electronic Journal ◽

10.2139/ssrn.2596175 ◽

2015 ◽

Author(s):

Jozef Barunik ◽

Barbora Malinskk

Keyword(s):

Neural Networks ◽

Crude Oil ◽

Term Structure ◽

Futures Prices ◽

Oil Futures ◽

Crude Oil Futures

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Risk Premia in the Term Structure of Crude Oil Futures: Long-Run and Short-Run Volatility Components

SSRN Electronic Journal ◽

10.2139/ssrn.3732527 ◽

2020 ◽

Author(s):

Naomi E. Boyd ◽

Bingxin Li ◽

Rui Liu

Keyword(s):

Crude Oil ◽

Term Structure ◽

Risk Premia ◽

Oil Futures ◽

Long Run ◽

Short Run ◽

Crude Oil Futures

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Information in the Term Structure of WTI Crude Oil Futures

SSRN Electronic Journal ◽

10.2139/ssrn.3547395 ◽

2020 ◽

Author(s):

Don Bredin ◽

Conall O'Sullivan ◽

Simon Spencer

Keyword(s):

Crude Oil ◽

Term Structure ◽

Oil Futures ◽

Crude Oil Futures

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Forecasting the term structure of crude oil futures prices with neural networks

Applied Energy ◽

10.1016/j.apenergy.2015.11.051 ◽

2016 ◽

Vol 164 ◽

pp. 366-379 ◽

Author(s):

Jozef Baruník ◽

Barbora Malinská

Keyword(s):

Neural Networks ◽

Crude Oil ◽

Term Structure ◽

Futures Prices ◽

Oil Futures ◽

Crude Oil Futures

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A Study on the Causal Relationship between the Crude Oil Futures Market and Asian Stock Markets Using a Frequency Domain Framework

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2017.16.4.001 ◽

2017 ◽

Vol 16 (4) ◽

pp. 1-23

Author(s):

윤병조

Keyword(s):

Crude Oil ◽

Frequency Domain ◽

Causal Relationship ◽

Stock Markets ◽

Futures Market ◽

Oil Futures ◽

Crude Oil Futures

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The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

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International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis

The Journal of Energy Markets ◽

10.21314/jem.2020.203 ◽

2020 ◽

Author(s):

Konstantinos Gkillas ◽

Christoforos Konstantatos ◽

Athanasios Tsagkanos ◽

Dimitrios I. Vortelinos

Keyword(s):

Financial Crisis ◽

Crude Oil ◽

Global Financial Crisis ◽

Oil Futures ◽

Crude Oil Futures

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The Valuation and Informational Content of Options on Crude-Oil Futures Contracts

SSRN Electronic Journal ◽

10.2139/ssrn.1439025 ◽

2009 ◽

Author(s):

J. Glenn Andrews ◽

Ehud I. Ronn

Keyword(s):

Crude Oil ◽

Futures Contracts ◽

Informational Content ◽

Oil Futures ◽

Crude Oil Futures

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Adequate Speculation, Excessive Speculation and Crude Oil Futures Price Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.1928707 ◽

2011 ◽

Author(s):

Yun Pan ◽

Latha Shanker

Keyword(s):

Crude Oil ◽

Price Volatility ◽

Oil Futures ◽

Crude Oil Futures ◽

Futures Price ◽

Excessive Speculation

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