• Quantifying time-varying forecast uncertainty and risk for the real price of oil 

      Aastveit, Knut Are; Cross, Jamie L.; van Dijk, Herman K. (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 ...