Deducing Petroleum-Complex Fundamentals

23 Pages Posted: 5 Feb 2018

See all articles by Hilary Till

Hilary Till

Premia Research LLC; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

Joseph Eagleeye

Premia Research LLC

Date Written: January 23, 2018

Abstract

This paper discusses inferring crude-oil-market fundamentals through price-relationship data, largely through the perspective of a commodity futures trader. In doing so, the paper briefly covers (1) the promise of big data; (2) the reality of data “black holes”; (3) the wealth of futures price data; (4) what futures prices potentially reveal about petroleum-complex fundamentals; and (5) caveats on the use of price data.

Keywords: Oil Markets, Futures Prices, Crude Oil

JEL Classification: G1, Q41

Suggested Citation

Till, Hilary and Eagleeye, Joseph, Deducing Petroleum-Complex Fundamentals (January 23, 2018). Available at SSRN: https://ssrn.com/abstract=3110900 or http://dx.doi.org/10.2139/ssrn.3110900

Hilary Till (Contact Author)

Premia Research LLC ( email )

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EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

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Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
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Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

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