Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?
Krzysztof Drachal
| Year of publication: |
November 2016
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|---|---|
| Authors: | Drachal, Krzysztof |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 60.2016, p. 35-46
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| Subject: | Bayesian forecasting | Dynamic model averaging | DMA | Dynamic model selection | DMS | Forecasting oil price | Oil price | Predicting oil price | Spot oil price | Time-varying parameters | Ölpreis | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.09.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699775