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City London / / Company Prudential / McDermott / / Country United States / / Currency USD / / / Facility University of York / Brunel University / / / IndustryTerm spot oil price / annualised expected oil price change / oil contracts / crude oil futures / physical oil / oil price increases / oil market / Crude oil / oil futures / oil refiner / oil risk premium / nominal and real oil prices / volatile oil prices / synthetic oil / oil spot price / oil premium / oil / oil prices / oil literature / time oil / Oil market shocks / focusing on oil / / Organization Financial Policy Committee / University of York / Brunel University / US government / Monetary Policy Committee / Bank of England / US Treasury / Macro Financial Analysis Division / / Person John Hunter / Nixon / Michael Chin / Zhuoshi Liu March / / / Position author / / URL www.bankofengland.co.uk/research/Pages/workingpapers/default.aspx / / SocialTag 
Working Paper No. 526 A joint affine model of commodity futures and US Treasury yields Michael Chin and Zhuoshi Liu March 2015