Forecasting the Real Price of Oil: A Cautionary Note

Author:

Conlon Thomas,Cotter John,Eyiah-Donkor Emmanuel

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference55 articles.

1. What do we learn from the price of crude oil futures;R Alquist;Journal of Applied Econometrics,2010

2. Technical trading revisited: False discoveries, persistence tests, and transaction costs;P Bajgrowicz;Journal of Financial Economics,2012

3. Real-time forecasts of the real price of oil;C Baumeister;Journal of Business & Economic Statistics,2012

4. A general approach to recovering market expectations from futures prices with an application to crude oil;C Baumeister;CFS Working Paper,2014

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