Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework
This article presents results from modelling spot oil prices by Dynamic Model Averaging (DMA). First, based on a literature review and availability of data, the following oil price drivers have been selected: stock prices indices, stock prices volatility index, exchange rates, global economic activi...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-05-01
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| Series: | Energies |
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| Online Access: | http://www.mdpi.com/1996-1073/11/5/1207 |