A functional time series analysis of forward curves derived from commodity futures

Lajos Horvath, Zhenya Liu, Gregory Rice and Shixuan Wang
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Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

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Date: 2020-04
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Published in International Journal of Forecasting, 2020, 36 (2), pp.646-665. ⟨10.1016/j.ijforecast.2019.08.003⟩

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Journal Article: A functional time series analysis of forward curves derived from commodity futures (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03513421

DOI: 10.1016/j.ijforecast.2019.08.003

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