Modelling and forecasting oil prices: The role of asymmetric cycles

Crespo Cuaresma J, Jumah A, & Karbuz S (2009). Modelling and forecasting oil prices: The role of asymmetric cycles. The Energy Journal 30 (3): 81-90. DOI:10.5547/ISSN0195-6574-EJ-Vol30-No3-4.

Full text not available from this repository.

Abstract

Using a simple unobserved components model, we show that explicitly modelling asymmetric cycles on crude oil prices improves the forecast ability of univariate time series models of the oil price.

Item Type: Article
Research Programs: World Population (POP)
Bibliographic Reference: The Energy Journal; 30(3):81-90 (1 July 2009)
Related URLs:
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 08:41
Last Modified: 16 Sep 2016 11:55
URI: http://pure.iiasa.ac.at/8790

Actions (login required)

View Item View Item

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313