• Medientyp: E-Book
  • Titel: Information in the term structure of WTI crude oil futures
  • Beteiligte: Bredin, Donal [Verfasser:in]; O'Sullivan, Conall [Verfasser:in]; Spencer, Simon [Verfasser:in]
  • Erschienen: [Dublin]: Financial Mathematics and Computation Research Cluster, [2020]
  • Erschienen in: Michael J. Brennan Irish finance working paper series research paper ; 2020,2
  • Umfang: 1 Online-Ressource (circa 59 Seiten); Illustrationen
  • Sprache: Englisch
  • DOI: 10.2139/ssrn.3547395
  • Identifikator:
  • Schlagwörter: Graue Literatur
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: Nelson-Siegel factors extracted from the term structure of WTI oil futures predict subsequent WTI holding period returns both in-sample and out-of-sample. This predictability is not diminished by augmenting with macroeconomic indicators or oil market specific predictors. The term structure based predictability is distinct from the predictability in macroe- conomic fundamentals. However, controlling for information in the term structure renders oil market specific fundamentals insignificant in predict- ing holding period returns, with the exception of lagged spot returns. We also find that the most significant predictor of holding period returns is a time-varying decay factor in the term structure model
  • Zugangsstatus: Freier Zugang