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 ...
Research Associate, EDHEC-Risk Institute
Principal, Premia Research LLC
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 |
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Date : | le 14/02/2018 |
Pôle de recherche | Finance |