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A general approach to recovering market expectations from futures prices with an application to crude oil

Christiane Baumeister

Publication Data

Title A general approach to recovering market expectations from futures prices with an application to crude oil
Author Christiane Baumeister
Contributors Lutz Kilian, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Descriptive Notes

Title from caption.
"International macroeconomics"--Cover.
"September 2014."

Topics

Futures market
Petroleum

Catalogue Data

OBNB ID GBB4E9339
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6452

ISBD

P1053 54 pages
P1042 Includes bibliographical references.

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A general approach to recovering market expectations from futures prices with an application to crude oil by Christiane Baumeister. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.