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I wanted to ask, suppose I have a portfolio of futures of gasoline and other oil products eg ULSD (Ultra Low Sulphur Diesel), WTI (West Texas Intermediate) for different months. I want to compute the MonteCarlo value at risk for the positions in the portfolio. To calibrate the MonteCarlo simulations, should I use the time series of the Future expiring in the corresponding month in the corresponding product but the year before? Eg for nov 22 ulsd should I use the nov 21 ulsd future prices to calibrate the MonteCarlo simulation ?

Thank you for the help

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