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Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2013). Kilian, Lutz ; Baumeister, Christiane.
In: Staff Working Papers.
RePEc:bca:bocawp:13-28.

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Cited: 9

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. What Microeconomic Fundamentals Drove Global Oil Prices during 1986–2020?. (2021). Malliaris, Anastasios.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:391-:d:618933.

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  2. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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  3. World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:tas:wpaper:23636.

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  4. Global relationships across crude oil benchmarks. (2016). Sephton, Peter ; Mann, Janelle.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5.

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  5. Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Dufour, Jean-Marie ; Galbraith, John W ; Zhang, Hui Jun .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120.

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  6. A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:tas:wpaper:22664.

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  7. A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:244.

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  8. A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-13.

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  9. A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco.
    In: Working Papers.
    RePEc:bny:wpaper:0030.

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References

References cited by this document

  1. Alquist, R., and L. Kilian (2010), “What Do We Learn from the Price of Crude Oil Futures?” Journal of Applied Econometrics, 25, 539-573.

  2. Alquist, R., Kilian, L., and R.J. Vigfusson (2013), “Forecasting the Price of Oil,” forthcoming in: G. Elliott and A. Timmermann (eds.), Handbook of Economic Forecasting, 2, Amsterdam: NorthHolland.

  3. Baumeister, C., and L. Kilian (2012), “Real-Time Forecasts of the Real Price of Oil,” Journal of Business and Economic Statistics, 30, 326-336.

  4. Baumeister, C., and L. Kilian (2013a), “What Central Bankers Need to Know about Forecasting Oil Prices,” forthcoming: International Economic Review.

  5. Baumeister, C., and L. Kilian (2013b), “Real-Time Analysis of Oil Price Risks using Forecast Scenarios,” mimeo, University of Michigan.

  6. Baumeister, C., Kilian, L., and X. Zhou (2013), “Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis,” mimeo, University of Michigan.

  7. Chernenko, S.V., Schwarz, K.B. and J.H. Wright (2004), “The Information Content of Forward and Futures Prices,” International Finance Discussion Paper No. 808, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now

  8. Chinn, M., and O. Coibion (2013), “The Predictive Content of Commodity Futures,” forthcoming: Journal of Futures Markets.

  9. Davies, P. (2007), “What’s the Value of an Energy Economist?” Speech presented at the International Association for Energy Economics, Wellington, New Zealand.
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  10. Kilian, L. (2009), “Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,” American Economic Review, 99, 1053-1069.

  11. Kilian, L., and D.P. Murphy (2013), “The Role of Inventories and Speculative Trading in the Global Market for Crude Oil,” forthcoming: Journal of Applied Econometrics.

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  17. Stock, J.H., and M.W. Watson (2004), “Combination Forecasts of Output Growth in a SevenCountry Data Set,” Journal of Forecasting, 23, 405-430.

  18. Strumpf, D. (2013), “Goldman Cuts the Near-Term Brent Crude Forecast to $100 a Barrel,” Wall Street Journal, April 23.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Informed trading in oil-futures market. (2016). Sévi, Benoît ; Rousse, O.
    In: Working Papers.
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  2. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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  3. The Convenience Yield and the Informational Content of the Oil Futures Price. (2015). Khalaf, Lynda ; McMahon, Sebastien ; Jean-Thomas, Lynda Khalaf .
    In: The Energy Journal.
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  4. Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: CAMA Working Papers.
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  5. A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10162.

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  6. Are there Gains from Pooling Real-Time Oil Price Forecasts?. (2014). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10075.

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  7. Informational Frictions and Commodity Markets. (2013). Xiong, Wei ; Sockin, Michael .
    In: NBER Working Papers.
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  8. Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy ; Asche, Frank.
    In: UiS Working Papers in Economics and Finance.
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  9. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; Sevi, Benoit ; le Pen, Yannick.
    In: Working Papers.
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  10. Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics. (2013). Joëts, Marc ; Joets, Marc.
    In: Working Papers.
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  11. Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

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  12. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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  13. Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

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  14. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
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  15. Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis. (2013). Zhou, Xiaoqing ; Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-25.

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  16. What Central Bankers Need to Know about Forecasting Oil Prices. (2013). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-15.

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  17. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: AMSE Working Papers.
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  18. The Role of Financial Speculation in Driving the Price of Crude Oil. (2013). Alquist, Ron ; Gervais, Olivier .
    In: The Energy Journal.
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  19. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, .
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  20. Oil Price Shocks and the Stock Market: Evidence from Japan. (2013). Xu, Bing ; Wang, Jiayue ; Abhay Abhyankar, Bing Xu,, .
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  21. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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  22. Liquidity and Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
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  23. Oil Price Shocks and Macroeconomy: The Role for Precautionary Demand and Storage. (2012). Rizvanoghlu, Islam.
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  24. Regulations and price discovery: oil spot and futures markets. (2012). Goyal, Ashima ; Tripathi, Shruti .
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  25. On the Sources and Consequences of Oil Price Shocks; The Role of Storage. (2012). Unsal, Filiz D ; Unalmis, Ibrahim.
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  26. Dynamics of Inductive Inference in a Unified Framework. (2012). Schmeidler, David ; Gilboa, Itzhak ; Samuelson, Larry.
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  27. Inventories and upstream gasoline price dynamics. (2012). Kuper, Gerard.
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  28. Monetary policy responses to oil price fluctuations. (2012). Kilian, Lutz ; Guerrieri, Luca ; Bodenstein, Martin.
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  29. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam .
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