Revealing asymmetries in the loss function of WTI oil futures market
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DOI: 10.1007/s00181-013-0764-8
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More about this item
Keywords
Asymmetric loss function; WTI oil futures; Structural breaks; C53; E27; E37;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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