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21-053/III - Quantifying time-varying forecast uncertainty and risk for the real price of oil


  • Authors
    Knut Are Aastveit, BI Norwegian Business School; Jamie Cross, BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam
  • Publication date
    June 13, 2021
  • Keywords
    Oil price, Forecast density combination, Bayesian forecasting, Instabilities, Model uncertainty