Improving oil price forecasts by sparse VAR methods
Year of publication: |
2019
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Authors: | Krüger, Jens ; Ruths Sion, Sebastian |
Publisher: |
Darmstadt : Technische Universität Darmstadt, Department of Law and Economics |
Subject: | oil price prediction | vector autoregression | regularization |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.25534/tuprints-00009643 [DOI] 1691326429 [GVK] hdl:10419/214627 [Handle] RePEc:zbw:darddp:237 [RePEc] |
Classification: | C32 - Time-Series Models ; q47 |
Source: |
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