Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
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Cited by:
- Ramesh Bollapragada & Akash Mankude & V. Udayabhanu, 2021. "Forecasting the price of crude oil," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 207-231, June.
- de Albuquerquemello, Vinícius Phillipe & de Medeiros, Rennan Kertlly & da Nóbrega Besarria, Cássio & Maia, Sinézio Fernandes, 2018. "Forecasting crude oil price: Does exist an optimal econometric model?," Energy, Elsevier, vol. 155(C), pages 578-591.
- Considine, Jennifer & Hatipoglu, Emre & Aldayel, Abdullah, 2022. "The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis," Journal of Commodity Markets, Elsevier, vol. 27(C).
- Drachal, Krzysztof, 2021. "Forecasting crude oil real prices with averaging time-varying VAR models," Resources Policy, Elsevier, vol. 74(C).
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Keywords
WP; oil price; VAR model; WTI crude; forecasting model; null hypothesis; forecasting; oil; VARs; VAR forecast; rival VAR specification; random walk model; VAR system; RAC price series; medium-term oil price forecasting model; lag length; Brent price; factor VAR; trended oil price model; intercept term; Oil prices; Vector autoregression; Futures; Global; North America;All these keywords.
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