Commodity Price Forecasts, Futures Prices and Pricing Models
收藏NBER2017-01-01 更新2025-01-04 收录
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https://www.nber.org/papers/w22991
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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,
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美国国家经济研究局创建时间：
2017-01-01
