security policy is integrated with optimal climate change and air pollution policy, the world’s oil reserves will not be …

The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …

The relevance of oil in the world economy explains why considerable effort has been devoted to the development of … different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should …