We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil …-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …

We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil …-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …