Blar i Institutt for industriell økonomi og teknologiledelse på forfatter "Olsvik, Magnus"
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Forecasting the Price of Crude Oil: - The Predictive Power of Futures Prices and Realized Volatility
Olsvik, Magnus; Hoff, Kristian (Master thesis, 2015)This paper studies the predictability of the crude oil spot price using futures prices and realized volatility of spot prices. Over the short-term, the simple no-change forecast works better than forecasts based on futures ...