Does the Future Price 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 | 2016-07-28T14:30:26Z | |
| dc.date.available | 2016-07-28T14:30:26Z | |
| dc.date.issued | 2016-06 | |
| dc.format.extent | 40 | |
| dc.format.extent | 537043 | |
| dc.identifier | 69167572 | |
| dc.identifier | 45b6c004-11a7-4a3c-a8dc-62f237c75a82 | |
| dc.identifier.citation | Jin, X 2016 'Does the Future Price Help Forecast the Spot Price?' Discussion Paper in Economics, no. 8, vol. 16, University of Aberdeen: Business School, Aberdeen. | en |
| dc.identifier.iss | 8 | en |
| dc.identifier.issn | 0143-4543 | |
| dc.identifier.uri | http://hdl.handle.net/2164/6276 | |
| dc.identifier.vol | 16 | en |
| dc.language.iso | eng | |
| dc.publisher | University of Aberdeen: Business School | |
| dc.relation.ispartofseries | Discussion Paper in Economics | 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 Processes | en |
| dc.subject | HB Economic Theory | en |
| dc.subject | Economics, Econometrics and Finance(all) | en |
| dc.subject.lcc | HB | en |
| dc.title | Does the Future Price Help Forecast the Spot Price? | en |
| dc.type | Working or discussion paper | en |