English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Accurately forecasting the price of oil, the world's most actively tradedcommodity, is of great importance to both academics and practitioners. Wecontribute by proposing a functional time series based method to model andforecast oil futures. Our approach boasts a number of theoretical and practicaladvantages including effectively exploiting underlying process dynamics missedby classical discrete approaches. We evaluate the finite-sample performanceagainst established benchmarks using a model confidence set test. A realisticout-of-sample exercise provides strong support for the adoption of our approachwith it residing in the superior set of models in all considered instances.

Uncovering predictability in the evolution of the WTI oil futures curve