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- W1607288511 abstract "Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset." @default.
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- W1607288511 date "2014-01-01" @default.
- W1607288511 modified "2023-10-03" @default.
- W1607288511 title "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil" @default.
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- W1607288511 doi "https://doi.org/10.2139/ssrn.2499484" @default.
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