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Analysis of the oil futures market: Cahiers du CEG, n° 13

Abstract : The aim of this work was to gain some insight into the American crude oil futures market using the means of multivariate data analysis. Using these techniques, the first step was to find out if there is some identifiable behavior of the crude oil price and to which fondamental market factors such behavior is most related. Two models are developed, a descriptive mode! to explain the time behavior of the crude oil futures price, and a forecasting model to predict the price changes whithout calling on the speculative factors but using solely the fundamental physical factors of the market.
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  • HAL Id : hal-02434392, version 1



Karim Faid. Analysis of the oil futures market: Cahiers du CEG, n° 13. 1992. ⟨hal-02434392⟩



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