Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil

DOI10.1080/07350015.2022.2039159OpenAlexW3170312803MaRDI QIDQ6149865

Hermann K. Van Dijk, Knut Are Aastveit, Unnamed Author

Publication date: 5 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07350015.2022.2039159

zbMATH Keywords

model uncertaintyinstabilitiesBayesian forecastingoil priceforecast density combination

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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