Browsing BI Open by Author "Aamodt, Endre"

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An empirical analysis of the risk premium in the crude oil futures market

Aamodt, Endre; Yip, John Hill (Master thesis, 2019)

This paper investigates the unbiasedness of the crude oil futures price in two time periods: 1986-2019 and 2006-2019. The unbiasedness of the futures price is examined using linear regression in an in-sample setting and ...