| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5058049 | Economics Letters | 2016 | 4 Pages |
Abstract
â¢Consider observable and unobservable factors separately for oil futures prices.â¢Assess each class of factors in subsamples split by speculative activity.â¢Uncover significant outperformance utilising a composite prediction framework.
Recent studies provide contradictory evidence about the impact of speculation on commodity prices. Rather than directly evaluating this relationship we instead use a novel approach to assess if speculation can inform our choice of factor inclusion in modelling oil futures.
Related Topics
Social Sciences and Humanities
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Economics and Econometrics
Authors
Fabian Gogolin, Fearghal Kearney,