Inferring Petroleum-Complex Fundamentals

This paper will discuss inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity futures trader. In doing so, the paper will briefly c ...

Author(s):

Hilary Till

Research Associate, EDHEC-Risk Institute
Principal, Premia Research LLC

Joseph Eagleeye

Principal, Premia Research LLC

This paper will discuss inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity futures trader. In doing so, the paper will briefly cover (1) the promise of big data; (2) the reality of data “black holes”; (3) the wealth of futures price data; (4) what futures prices potentially reveal about petroleum-complex fundamentals; and (5) caveats on the use of price data.

Type: Working paper
Date: le 14/02/2018
Research Cluster : Finance

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