Aastveit, Knut Are; Cross, Jamie; van Dijk, H. K. - 2021
-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 …, estimation of time-varying forecast biases and facets of miscalibration of individual forecast densities and time-varying inter …