Oil Price Forecasting Using Crack Spread Futures and Oil Exchange Traded Funds
Given the emerging consensus from previous studies that crude oil and refined product (as well as crack spread) prices are cointegrated, this study examines the link between the crude oil spot and crack spread derivatives markets. Specifically, the usefulness of the two crack spread derivatives prod...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Economics and Human Sciences in Warsaw
2015-04-01
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| Series: | Contemporary Economics |
| Online Access: | http://ce.vizja.pl/en/download-pdf/id/385 |