New Tests of the Theory of Storage and the Theory of Normal Backwardation: Time and Frequency Dimensions
A study of the oil futures market from 1986 to 2020 reveals patterns and relationships between inventory, basis, hedging pressure, and futures risk premium, emphasizing the importance of the data measurement period.
Featured in No. 24 on 2 Nov 2023 · 3 days after release · 0 citations today
- Released
- 30 Oct 2023
- First featured
- No. 24 · 2 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4617533
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