Risky oil : it's all in the tails
Christiane Baumeister, Florian Huber and Massimiliano Marcellino
| Year of publication: |
03 June 2024
|
|---|---|
| Authors: | Baumeister, Christiane ; Huber, Florian ; Marcellino, Massimiliano |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | risk assessment | BART | Quantile regression | tail forecast | Bvar | factor stochasticvolatility | Asymmetry | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Risiko | Risk | Ausreißer | Outliers |
Online Resource
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP19129 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014537272