Determinants of the crude oil futures curve: Inventory, consumption and volatility

Nikitopoulos Sklibosios, C; Squires, M; Thorp, S; Yeung, D

Determinants of the crude oil futures curve: Inventory, consumption and volatility

Nikitopoulos Sklibosios, C

Squires, M Thorp, S Yeung, D

Permalink

Publisher:: Elsevier
Publication Type:: Journal Article
Citation:: Journal of Banking and Finance, 2017, 84 pp. 53 - 67
Issue Date:: 2017

Open Access

Copyright Clearance Process

Recently Added
In Progress
Open Access

This item is open access.

Adobe PDF

Download Accepted manuscript versionAdobe PDF (625.62 kB)

View on publisher's site

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Nikitopoulos Sklibosios, C https://orcid.org/0000-0002-5879-3731	en_US
dc.contributor.author	Squires, M	en_US
dc.contributor.author	Thorp, S	en_US
dc.contributor.author	Yeung, D https://orcid.org/0000-0002-3032-0449	en_US
dc.date.available	2020-11-30T18:07:25Z
dc.date.issued	2017	en_US
dc.identifier.citation	Journal of Banking and Finance, 2017, 84 pp. 53 - 67	en_US
dc.identifier.issn	1872-6372	en_US
dc.identifier.uri	http://hdl.handle.net/10453/124144
dc.publisher	Elsevier	en_US
dc.relation.ispartof	Journal of Banking and Finance	en_US
dc.relation.isbasedon	10.1016/j.jbankfin.2017.07.006	en_US
dc.rights	Elsevier required licence: © 2017 . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/. The definitive publisher version is available online at https://doi.org/10.1016/j.jbankfin.2017.07.006	en_US
dc.subject.classification	Finance	en_US
dc.title	Determinants of the crude oil futures curve: Inventory, consumption and volatility	en_US
dc.type	Journal Article
utslib.citation.volume	84	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	1401 Economic Theory	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access	*
pubs.consider-herdc	true	en_US
pubs.publication-status	Published	en_US
pubs.volume	84	en_US

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/124144