IMF Working Papers

Subject: Commodities, Econometric analysis, Econometric models, Financial institutions, Financial markets, Futures, Futures markets, Oil, Oil prices, Prices

Keywords: Crude oil, Crude oil price, Econometric models, End-of-the-month price, Forecasting accuracy, Futures, Futures markets, Futures price forecast, Futures prices accuracy, Gasoline futures, Moving average, Oil, Oil futures prices, Oil prices, Price of futures contracts, Random walk, Settlement price, Time series, Transactions price, WP, WTI price