• Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 

      Aastveit, Knut Are; Cross, Jamie; van Dijk, Herman K. (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 ...
    • The form of government and fiscal dynamics 

      Andersen, Jørgen Juel (Journal article; Peer reviewed, 2011)
      Using a combination of time-series variation in oil prices and cross-section variation in the oil intensity of countries, this paper investigates whether exogenous shifts in the government revenues a¤ect the government ...