Blar i Brage NMBU på forfatter "Hanstveit, Trond"
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Investment strategies in the crude oil futures market : an empirical analysis of its return and its causes
Hanstveit, Trond (Master thesis, 2012-06-01)We show that while a passive investment strategy going long in WTI oil futures yields an annual excess return of 8.1% between January 1985 and June 2010, an active but very simple investment strategy going long in backwardation ...