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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …
Persistent link: https://www.econbiz.de/10011434566
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …
Persistent link: https://www.econbiz.de/10010409922
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting and for the …
Persistent link: https://www.econbiz.de/10011452269
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010416758
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A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
Baumeister, Christiane - 2016
has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …
Persistent link: https://www.econbiz.de/10012996209
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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What do we learn from the price of crude oil futures?
Alquist, Ron; Kilian, Lutz - In: Journal of applied econometrics 25 (2010) 4, pp. 539-573
Persistent link: https://www.econbiz.de/10008667478
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The role of speculation in oil markets : what have we learned so far?
Fattouh, Bassam; Kilian, Lutz; Mahadeva, Lavan - In: The energy journal 34 (2013) 3, pp. 7-33
Persistent link: https://www.econbiz.de/10009771896
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Quantifying the speculative component in the real price of oil : the role of global oil inventories
Kilian, Lutz; Lee, Thomas - In: Journal of international money and finance 42 (2014), pp. 71-87
Persistent link: https://www.econbiz.de/10010371836
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Chapter 8. Forecasting the Price of Oil
Alquist, Ron; Kilian, Lutz; Vigfusson, Robert J. - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 427-507). 2013
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications? Are real and nominal oil prices predictable...
Persistent link: https://www.econbiz.de/10014025541