The informational value of crude oil futures prices

Delphine Lautier ()
Additional contact information
Delphine Lautier: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Segmentation; Crude oil; Term structure; Kalman filter (search for similar items in EconPapers)
Date: 2003-06
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published in Journées internationales de l'AFFI, Jun 2003, Lyon, France. pp.00

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00153045

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().