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Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beidas-Strom, Samya ; Beckers, Benjamin.
In: IMF Working Papers.
RePEc:imf:imfwpa:2015/251.

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Cited: 4

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Cites: 18

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Cocites: 50

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Coauthors: 0

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Citations received by this document

  1. The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis. (2022). Aldayel, Abdullah ; Hatipoglu, Emre ; Considine, Jennifer.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000581.

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  2. Forecasting the price of crude oil. (2021). Udayabhanu, V ; Mankude, Akash ; Bollapragada, Ramesh.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
    RePEc:spr:decisn:v:48:y:2021:i:2:d:10.1007_s40622-021-00279-5.

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  3. Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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  4. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly.
    In: Energy.
    RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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References

References cited by this document

  1. _______________________, 2013, “Forecasting the Real Oil Price in a Changing World: A Forecast Combination Approach,” CEPR Discussion Papers 9569.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14460.

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  2. The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8153.

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  3. The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:325-339.

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  4. Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
    In: Working Papers.
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  5. The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Du, Ziqing ; Li, Zhenghui ; Liao, Gaoke ; Liu, Yue.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

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  6. Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
    In: Discussion papers.
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  7. Oil price elasticities and oil price fluctuations. (2019). Iacoviello, Matteo ; Cavallo, Michele ; Caldara, Dario .
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  8. Do heterogeneous countries respond differently to oil price shocks?. (2019). Hernandez-Vega, Marco ; Hernandez-Del, Gerardo ; Guerrero-Escobar, Santiago .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851317301952.

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  9. Oil shocks and production network structure: Evidence from the OECD. (2019). Caraiani, Petre.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303548.

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  10. Asymmetric effects of oil prices and exchange rates on China’s industrial prices. (2019). Zhu, Huiming ; Chen, Xiuyun.
    In: Energy Economics.
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  11. Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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  12. Dutch disease dynamics reconsidered. (2019). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C.
    In: European Economic Review.
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  13. Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide.
    In: Working Papers.
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  14. OPECs crude game. (2019). Hvinden, Even Comfort.
    In: Working Papers.
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  15. New Kid on the Block? China vs the US in World Oil Markets. (2019). Cross, Jamie ; Zhang, BO ; Nguyen, Bao H.
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  16. Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors. (2018). Djogbenou, Antoine.
    In: Working Paper.
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  17. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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  18. Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly.
    In: Energy.
    RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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  19. Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU.
    In: Energy.
    RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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  20. Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof.
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  21. On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan.
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  22. The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C.
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  23. Dutch Disease Dynamics Reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde.
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  24. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
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  25. On the exposure of the BRIC countries to global economic shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
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  26. World steel production: A new monthly indicator of global real economic activity. (2017). Vespignani, Joaquin ; Ravazzolo, Francesco.
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  27. On the Exposure of the BRIC Countries to Global Economic Shocks. (2017). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
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  28. Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina.
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  29. Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H.
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  31. Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew.
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  33. The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H.
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  44. On the Exposure of the BRIC Countries to Global Economic Shocks. (2016). Dreger, Christian ; Belke, Ansgar ; Dubova, Irina.
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  49. Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beidas-Strom, Samya ; Beckers, Benjamin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/251.

    Full description at Econpapers || Download paper

  50. Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco.
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