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Risk-adjusted forecasts of oil prices. (2009). Pisani, Massimiliano ; Pagano, Patrizio.
In: Working Paper Series.
RePEc:ecb:ecbwps:2009999.

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Cited: 23

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  1. A robust approach for outlier imputation: Singular Spectrum Decomposition. (2021). Baumeister, Christiane.
    In: Working Papers.
    RePEc:pre:wpaper:202164.

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  2. Measuring Market Expectations. (2021). Baumeister, Christiane.
    In: Working Papers.
    RePEc:pre:wpaper:202163.

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  3. Predictability in commodity markets: Evidence from more than a century. (2021). Simen, Chardin Wese ; Tharann, Bjorn ; Prokopczuk, Marcel ; Hollstein, Fabian.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000052.

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  4. Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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  5. Measuring Market Expectations. (2021). Baumeister, Christiane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9305.

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  6. Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio.
    In: Working Papers.
    RePEc:ucd:wpaper:202011.

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  7. Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462.

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  8. Interpreting the Oil Risk Premium: do Oil Price Shocks Matter?. (2018). Manera, Matteo ; Sbuelz, Alessandro ; Valenti, Daniele.
    In: Working Papers.
    RePEc:fem:femwpa:2018.03.

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  9. Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

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  10. News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:12/rt/17.

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  11. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5782.

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  12. A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-18.

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  13. A general approach to recovering market expectations from futures prices with an application to crude oil. (2014). Kilian, Lutz ; Baumeister, Christiane.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:466.

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  14. Forecasting the Brent oil price: addressing time-variation in forecast performance. (2014). Van Robays, Ine ; Manescu, Cristiana.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141735.

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  15. 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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  16. The Impact of Monetary Policy Shocks on Commodity Prices. (2013). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:3:a:4.

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  17. Macro-hedging for commodity exporters. (2013). Sandri, Damiano ; Jeanne, Olivier ; Borensztein, Eduardo.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:101:y:2013:i:c:p:105-116.

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  18. Macroeconomic effects of precautionary demand for oil. (2013). Pisani, Massimiliano ; Pagano, Patrizio ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_918_13.

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  19. What can the oil futures curve tell us about the outlook for oil prices?. (2012). Smith, Tom ; Nixon, Dan .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0069.

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  20. The impact of monetary policy shocks on commodity prices. (2012). Pagano, Patrizio ; Lombardi, Marco ; Anzuini, Alessio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_851_12.

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  21. Short-term oil models before and during the financial market crisis. (2010). Seitz, Franz ; Keis, Nikolaus ; Clostermann, Jorg.
    In: Arbeitsberichte – Working Papers.
    RePEc:zbw:thiwps:18.

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  22. Macro-Hedging for Commodity Exporters. (2009). Sandri, Damiano ; Jeanne, Olivier ; Borensztein, Eduardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15452.

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References

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