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Can I read A Semiparametric Approach to Short-term Oil Price Forecasting on EtoBox?
A Semiparametric Approach to Short-term Oil Price Forecasting by Claudio Morana is a Economics, Econometrics and Finance article available to read on EtoBox.
What is A Semiparametric Approach to Short-term Oil Price Forecasting about?
## Àbstract In this paper it is shown how the GARCH properties of oil price changes can be employed to forecast the oil price distribution over short-term horizons. The forecasting methodology is semiparametric and it is based on the bootstrap approach. The results of an out-of-sample forecasting exercise, carried out using the Brent oil price series, suggest that the forecasting approach can be used to obtain a performance measure for the forward price, in addition to compute interval forecasts for the oil price.
Who reads A Semiparametric Approach to Short-term Oil Price Forecasting?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Claudio Morana
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0140-9883)
- Published
- 2001
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)