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