Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Uncovering predictability in the evolution of the WTI oil futures curve   Accurately forecasting the price of oil, the world's most actively traded
commodity, is of great importance to both academics and practitioners. We
contribute by proposing a functional time series based method to model and
forecast oil futures. Our approach boasts a number of theoretical and practical
advantages including effectively exploiting underlying process dynamics missed
by classical discrete approaches. We evaluate the finite-sample performance
against established benchmarks using a model confidence set test. A realistic
out-of-sample exercise provides strong support for the adoption of our approach
with it residing in the superior set of models in all considered instances.

7
The categories of this paper are: hep-th
24
The categories of this paper are: dg-ga
37
The categories of this paper are: supr-con
1
The categories of this paper are: cs
22
The categories of this paper are: chao-dyn
18
The categories of this paper are: econ
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
9
The categories of this paper are: nlin
28
The categories of this paper are: alg-geom
2
The categories of this paper are: math
3
The categories of this paper are: physics
14
The categories of this paper are: math-ph