Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
Alain Hecq and Elisa Voisin
| Year of publication: |
2023
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|---|---|
| Authors: | Hecq, Alain W. J. ; Voisin, Elisa |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 209-233
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| Subject: | Noncausal models | detrending | forecasting | predictive densities | bubbles | crashes | simulations-based forecasts | Hodrick-Prescott filter | COVID-19 pandemic | Prognoseverfahren | Forecasting model | Coronavirus | Spekulationsblase | Bubbles | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Epidemie | Epidemic | Ölpreis | Oil price | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315310