Mean reversion and seasonality in heating oil futures

dc.contributor.advisor	Haug, Jørgen
dc.contributor.author	Rennemo, Ola Vold
dc.date.accessioned	2019-08-22T10:53:15Z
dc.date.available	2019-08-22T10:53:15Z
dc.date.issued	2019
dc.identifier.uri	http://hdl.handle.net/11250/2609808
dc.description.abstract	We examine mean reversion and seasonality in heating oil futures prices using an affine N-factor Gaussian model and NY Harbor ULSD futures. We find strong empirical evidence for mean reversion and seasonality in heating oil futures prices.	nb_NO
dc.language.iso	eng	nb_NO
dc.subject	finance	nb_NO
dc.title	Mean reversion and seasonality in heating oil futures	nb_NO
dc.type	Master thesis	nb_NO
dc.description.localcode	nhhmas	nb_NO