SSRNEconometrics & Forecasting
Forecasting Oil Prices with VRP and Google Data
The paper suggests that incorporating variance risk premium and Google search data into models improves real oil price forecasts, with penalized regressions providing the best results.
Featured in No. 11 on 9 Aug 2023 · 1 day after release
- Released
- 8 Aug 2023
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4534884
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