Do futures prices help forecast the spot price?
| dc.contributor.author | Jin, Xin | |
| dc.contributor.institution | University of Aberdeen.Energy | en |
| dc.contributor.institution | University of Aberdeen.Economics | en |
| dc.contributor.institution | University of Aberdeen.Centre for Energy Transition | en |
| dc.date.accessioned | 2018-06-05T23:01:54Z | |
| dc.date.available | 2018-06-05T23:01:54Z | |
| dc.date.embargoedUntil | 2018-06-05 | |
| dc.date.issued | 2017-12 | |
| dc.description.status | Peer reviewed | en |
| dc.format.extent | 21 | |
| dc.format.extent | 509966 | |
| dc.identifier | 95724521 | |
| dc.identifier | 5ebb5939-c7a0-49c5-901c-17fa7b19836a | |
| dc.identifier | 85020203966 | |
| dc.identifier.citation | Jin, X 2017, 'Do futures prices help forecast the spot price?', Journal of Futures Markets, vol. 37, no. 12, pp. 1205-1225. https://doi.org/10.1002/fut.21854 | en |
| dc.identifier.doi | 10.1002/fut.21854 | |
| dc.identifier.iss | 12 | en |
| dc.identifier.issn | 1096-9934 | |
| dc.identifier.uri | http://hdl.handle.net/2164/10548 | |
| dc.identifier.vol | 37 | en |
| dc.language.iso | eng | |
| dc.relation.ispartof | Journal of Futures Markets | en |
| dc.subject | forecasting | en |
| dc.subject | commodities | en |
| dc.subject | spot price | en |
| dc.subject | futures price | en |
| dc.subject | futures curve | en |
| dc.subject | unobserved components model | en |
| dc.subject | stochastic process | en |
| dc.subject | HB Economic Theory | en |
| dc.subject | General Business,Management and Accounting | en |
| dc.subject | Economics, Econometrics and Finance(all) | en |
| dc.subject.lcc | HB | en |
| dc.title | Do futures prices help forecast the spot price? | en |
| dc.type | Journal article | en |