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Complete replication code and data for "Forecasts of the Real Price of Oil Revisited: Do they Beat the Random Walk?"

Ellwanger, Reinhard; Snudden, Stephen;
2023
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Description

Abstract: Replication code and data for peer-reviewed article published in Journal of Banking and Finance. Paper published online July 17, 2023. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Details

Title
Complete replication code and data for "Forecasts of the Real Price of Oil Revisited: Do they Beat the Random Walk?"
Creator
Ellwanger, Reinhard (Bank of Canada)
Snudden, Stephen (Wilfrid Laurier University)
DOI
https://doi.org/10.34989/p9pw-4g71
Other Identifiers
URL: https://stephensnudden.com/data-code/
Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
Publisher
Bank of Canada
Date
2023
Language
English
Note
For inquiries about this resource, please reach out via the Bank of Canada General Inquiries form
Availability Statement
Files may be downloaded from this page directly, or from the link in the URL filed above.
License
Creative Commons Attribution 4.0 International, CC-BY-4.0, (https://creativecommons.org/licenses/by/4.0/legalcode)
BSD 3-Clause "New" or "Revised" License, BSD-3-Clause, (https://opensource.org/licenses/BSD-3-Clause)
Publication Citation
Ellwanger, R. and S. Snudden. 2023. "Forecasts of the real price of oil revisited: Do they beat the random walk?." Journal of Banking & Finance 154 No. 106962. https://doi.org/10.1016/j.jbankfin.2023.106962.
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

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