Quantifying time-varying forecast uncertainty and risk for the real price of oil

Author:

Aastveit Knut Are,Cross Jamie,van Dijk Herman K.

Publisher

Elsevier BV

Reference55 articles.

1. Nowcasting GDP in real time: A density combination approach;K Aastveit;Journal of Business and Economic Statistics,2014

2. What drives oil prices? emerging versus developed economies;K A Aastveit;Journal of Applied Econometrics,2015

3. The evolution of forecast density combinations in economics;K A Aastveit;Oxford Research Encyclopedia of Economics and Finance,2019

4. Combined density nowcasting in an uncertain economic environment;K A Aastveit;Journal of Business & Economic Statistics,2018

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

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