1.
PDF
wp2013-25
Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis
Baumeister, Christiane ; Kilian, Lutz ; Zhou, Xiaoqing
Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of [...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
Detailed record - Similar records