The Second RP-PCA Factor and Crude Oil Price Predictability
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DOI: 10.18267/j.pep.879
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More about this item
Keywords
RP-PCA factor; forecasting; crude oil prices; economic profits; oil market sentiment; policymakers;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
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