Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på emneord "Forecast density combination"
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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 ...