Forecasting the Nominal Brent Oil Price with VARs-One Model Fits All?

Forecasting the Nominal Brent Oil Price with VARs-One Model Fits All?
We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR models based on traditional global macroeconomic and oil market aggregates. While the exact specification of VAR models for nominal oil price prediction is still open to debate, the bias and underprediction in futures and random... READ MORE...

Publication date: November 2015
ISBN 9781513524276
$18.00

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