Oil price forecastability and economic uncertainty
| dc.contributor.author | Bekiros, Stelios | |
| dc.contributor.author | Gupta, Rangan | |
| dc.contributor.author | Paccagnini, Alessia | |
| dc.contributor.email | rangan.gupta@up.ac.za | en_ZA |
| dc.date.accessioned | 2015-08-19T09:03:48Z | |
| dc.date.available | 2015-08-19T09:03:48Z | |
| dc.date.issued | 2015-07 | |
| dc.description.abstract | Information on economic policy uncertainty does matter in predicting the change in oil prices. We compare the forecastability of standard, Bayesian and time-varying VAR against univariate models. The time-varying VAR model outranks all alternative models over the period 2007:1–2014:2. | en_ZA |
| dc.description.embargo | 2016-07-31 | en_ZA |
| dc.description.librarian | hb2015 | en_ZA |
| dc.description.uri | http://www.elsevier.com/locate/ecolet | en_ZA |
| dc.identifier.citation | Bekiros, S, Gupta, R & Paccagnini, A 2015, 'Oil price forecastability and economic uncertainty', Economics Letters, vol. 132, pp. 125-128. | en_ZA |
| dc.identifier.issn | 1461-023X (print) | |
| dc.identifier.issn | 1461-0248 (online) | |
| dc.identifier.other | 10.1016/j.econlet.2015.04.023 | |
| dc.identifier.uri | http://hdl.handle.net/2263/49395 | |
| dc.language.iso | en | en_ZA |
| dc.publisher | Elsevier | en_ZA |
| dc.rights | © 2015 Elsevier B.V. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, vol. 132, pp. 125-128, 2015. doi : 10.1016/j.econlet.2015.04.023. | en_ZA |
| dc.subject | Oil prices | en_ZA |
| dc.subject | Economic policy uncertainty | en_ZA |
| dc.subject | Forecasting | en_ZA |
| dc.title | Oil price forecastability and economic uncertainty | en_ZA |
| dc.type | Postprint Article | en_ZA |