21-053/III - Quantifying time-varying forecast uncertainty and risk for the real price of oil

• Authors
  Knut Are Aastveit, BI Norwegian Business School; Jamie Cross, BI Norwegian Business School; Herman K. van Dijk, Erasmus University Rotterdam
• Publication date
  June 13, 2021

• Keywords
  Oil price, Forecast density combination, Bayesian forecasting, Instabilities, Model uncertainty