Forecasts of the real price of oil revisited : do they beat the random walk?
Reinhard Ellwanger, Stephen Snudden
| Year of publication: |
2023
|
|---|---|
| Authors: | Ellwanger, Reinhard ; Snudden, Stephen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-8
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| Subject: | Forecasting and prediction methods | Oil price forecast | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Random Walk | Random walk | VAR-Modell | VAR model | Ölmarkt | Oil market | ARMA-Modell | ARMA model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106962 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491682