Quantifying time-varying forecast uncertainty and risk for the real price of oil
Knut Are Aastveit, Jamie L. Cross, and Herman K. van Dijk
| Year of publication: |
2023
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| Authors: | Aastveit, Knut Are ; Cross, Jamie ; Dijk, Herman K. van |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 2, p. 523-537
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| Subject: | Bayesian forecasting | Forecast density combination | Instabilities | Model uncertainty | Oil price | Ölpreis | Prognoseverfahren | Forecasting model | Prognose | Forecast | Bayes-Statistik | Bayesian inference | Risiko | Risk | Ölmarkt | Oil market | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2039159 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448307