-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 … analysis of profit-loss and hedging against price risk. …

-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 … analysis of profit-loss and hedging against price risk. …

-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 … analysis of profit-loss and hedging against price risk. …

accounts for time-varying uncertainty of several model and data features in order to provide more accurate and complete density … that CDN works particularly well in a situation of early data releases with relatively large data uncertainty and model …