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Forty years of oil price fluctuations : why the price of oil may still surprise us
Baumeister, Christiane; Kilian, Lutz - 2016
It has been forty years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists think about oil price shocks. In recent years, a large literature on the economic determinants of oil price fluctuations has emerged....
Persistent link: https://www.econbiz.de/10011431626
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Forty years of oil price fluctuations : why the price of oil may still surprise us
Baumeister, Christiane; Kilian, Lutz - 2015
It has been forty years since the oil crisis of 1973/74. This crisis has been one of the defining economic events of the 1970s and has shaped how many economists think about oil price shocks. In recent years, a large literature on the economic determinants of oil price fluctuations has emerged....
Persistent link: https://www.econbiz.de/10011411360
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Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash; Nademi, Younes - In: Energy economics 74 (2018), pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
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OPEC news and exchange rate forecasting using dynamic Bayesian learning
Sheng, Xin; Gupta, Rangan; Salisu, Afees A.; Bouri, Elie - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014575496
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Hybrid Flower Pollination and Recurrent Neural Network (Fprnn) For Forecasting OPEC Annual Petroleum Consumption
Hussaini, Hamza; Zambuk, Fatima Umar; Ya'u, Badamasi Imam; … - 2022
industries, including petroleum industry. Forecasting OPEC petroleum consumption can go to a greater extend in helping the … management of OPEC to properly manage petroleum demand and supply for its member countries, investment analysis, research related … optimized neural network (FPNN) for forecasting OPEC annual petroleum consumption. However, NN is essentially designed for …
Persistent link: https://www.econbiz.de/10013300169
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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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Asymmetry and interdependence when evaluating U.S. energy information agency forecasts
Garratt, Anthony; Petrella, Ivan; Zhang, Yunyi - 2022
Persistent link: https://www.econbiz.de/10013426284
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Forecast models and policy analysis : the case of oil prices
Syme, Janet - 1987
Persistent link: https://www.econbiz.de/10000773481
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Regime-switching stochastic volatility : evidence from the crude oil market
Vo, Minh T. - In: Energy economics 31 (2009) 5, pp. 779-788
Persistent link: https://www.econbiz.de/10003880286
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Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - 2010
We investigate the role of crude oil spot and futures prices in the process of price discovery by using a cost-of-carry model with an endogenous convenience yield and daily data over the period from January 1990 to December 2008. We provide evidence that futures markets play a more important...
Persistent link: https://www.econbiz.de/10003949493