Article, Early Access, 2024

Point forecasts of the price of crude oil: an attempt to "beat" the end-of-month random-walk benchmark

EMPIRICAL ECONOMICS, ISSN 0377-7332, 10.1007/s00181-024-02599-8

Contributors

Nonejad, Nima (Corresponding author) [1]

Affiliations

  1. [1] Nordea & CREATES, Gronjordsvej 10, DK-2300 Copenhagen S, Denmark
    2. [NORA names: Miscellaneous; Denmark; Europe, EU; Nordic; OECD]

Abstract

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Keywords

C1, C22, C43, C53, Crude oil price, Fractional integration, G1, Out-of-sample relative predictability, Q47, Random-walk model

Data Provider: Clarivate

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