Backtesting value-at-risk using forecasts for multiple horizons, a comment on the forecast rationality tests of AJ Patton and A. Timmermann

Explore the groundbreaking 2011 study by Hoogerheide, L.F., Ravazzolo, F., and van Dijk, H.K. on Backtesting VaR using forecasts for multiple horizons. Understand its comparison with Patton and Timmermann's forecast rationality tests, its impact on financial risk management, and its ongoing relevance in evolving risk prediction strategies.

Oil price shocks and stock market booms in an oil exporting country

Discover the influential research paper by H.C. Bjørnland that revolutionizes our understanding of oil price shocks and its impact on stock market booms. This insightful review delves into the game-changing economics within an oil exporting country, offering practical implications for players in the industry.

Real-time analysis of oil price risks using forecast scenarios

Explore the intricate work of Baumeister and Kilian on real-time oil price risk analysis. From understanding their unique approach to discussing the impact and future implications of their research, delve into comprehensive insights into their seminal 2014 paper in IMF Economic Review.

Oil and US GDP: A real‐time out‐of‐sample examination

Delve into the pivotal study by Ravazzolo & Rothman on the link between oil and US GDP. Discover the key findings, innovative methodology, critics, and socioeconomic implications of this ground-breaking research in a detailed, yet digestible light.

Why are crude oil prices high when global activity is weak?

Dive into an analytical review of Ratti and Vespignani's seminal 2013 study on the curious persistence of high crude oil prices in a weak global economy. Discover key findings, critical examinations, and implications for the financial and energy markets."

Do oil price increases cause higher food prices?

Deciphering the intricate correlation between rising oil prices and food prices through the lens of Baumeister and Kilian's 2014 research. Gain valuable insights on their analytical approach, key findings, policy implications, and join the debate on this critical economic discourse.

Are there gains from pooling real-time oil price forecasts?

Dive into the in-depth analysis of Baumeister, Kilian, & Lee's 2014 critical study on pooling real-time oil price forecasts. Explore its potential implications for energy economics, understand the research methodologies, and discover real-world applications, all while gaining insights into future oil price forecasting strategies.

The sectorial impact of commodity price shocks in Australia

Delve into the cutting-edge research of Knop and Vespignani on the impact of commodity price shocks on Australia's various sectors. This in-depth review offers key insights, evaluates the study's methodology, and explores implications for economic strategies.

What drives oil prices? Emerging versus developed economies

Explore the influential 2015 research on oil prices by economists Aastveit, Bjørnland, and Thorsrud in an in-depth review. Dive into their innovative methodology, compelling findings, socio-economic implications, and the study's contemporary relevance in economies worldwide.

Do high-frequency financial data help forecast oil prices? The MIDAS touch at work

Dive into a comprehensive exploration of Baumeister, Guérin, and Kilian's 2015 study on the usage of high-frequency financial data to forecast oil prices. Discover the role of MIDAS regression, impact on policy-making, and the future of forecasting methodologies.