Browsing Handelshøyskolen BI by Subject "Instabilities"
Now showing items 1-2 of 2
-
Quantifying time-varying forecast uncertainty and risk for the real price of oil
(CAMP Working Paper Series;03/2021, Working paper, 2021-06-01)We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ... -
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
(Peer reviewed; Journal article, 2022)We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil using a combination of probabilistic individual model forecasts. Our combination method extends earlier ...