Commodity Price Forecasts, Futures Prices and Pricing Models
收藏NBER2017-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22991
下载链接
链接失效反馈官方服务：
资源简介：
Even though commodity pricing models have been successful in fitting the term structure of futures prices and its dynamics, they do not generate accurate true distributions of spot prices. This paper develops a new approach to calibrate these models using not only observations of oil futures prices,
提供机构：
美国国家经济研究局
创建时间：
2017-01-01
