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Oil price forcasts for the long-term : expert outlooks, models, or both?
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - 2015
Persistent link: https://www.econbiz.de/10011542754
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Real-time forecast combinations for the oil price
Garratt, Anthony; Vahey, Shaun P.; Zhang, Yunyi - 2018
Persistent link: https://www.econbiz.de/10011980672
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Energy markets and global economic conditions
Baumeister, Christiane; Korobilis, Dimitris; Lee, Thomas - 2020
usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …
Persistent link: https://www.econbiz.de/10012213172
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Energy markets and global economic conditions
Baumeister, Christiane; Korobilis, Dimitris; Lee, Thomas - 2020
Persistent link: https://www.econbiz.de/10012221159
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Improving oil price forecasts by sparse VAR methods
Krüger, Jens; Ruths Sion, Sebastian - 2019
In this paper we document the results of a forecast evaluation exercise for the real world price of crude oil using VAR …, change in global crude oil production) by the sparse methods is associated with substantial reductions of forecast errors … is not associated with additonal gains in forecast performance as is the application of impulse indicator saturation …
Persistent link: https://www.econbiz.de/10012169776
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Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?
Benmoussa, Amor-Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2023
Persistent link: https://www.econbiz.de/10014437432
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Energy markets and global economic conditions
Baumeister, Christiane; Korobilis, Dimitris; Lee, Thomas - 2020
Persistent link: https://www.econbiz.de/10012660819
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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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Understanding the decline in the price of oil since June 2014
Baumeister, Christiane; Kilian, Lutz - 2015
Persistent link: https://www.econbiz.de/10010495558
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Understanding the decline in the price of oil since June 2014
Baumeister, Christiane; Kilian, Lutz - 2015
Some observers have conjectured that oil supply shocks in the United States and in other countries are behind the plunge in the price of oil since June 2014. Others have suggested that a major shock to oil price expectations occurred when in late November 2014 OPEC announced that it would...
Persistent link: https://www.econbiz.de/10010470371