• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

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
Download here