21-103/III - Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil

  • Authors
    Knut Are Aastveit, Norges Bank, BI Norwegian Business School; Jamie L. Cross, BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam, Tinbergen Institute, Norges Bank
  • Publication date
    November 24, 2021
  • Keywords
    Oil price, Forecast density combination, Bayesian forecasting, Instabilities, Model uncertainty
  • JEL
    C58, C63, C11