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What do we learn from the price of crude oil futures?

Ron Alquist, Lutz Kilian

Journal of Applied Econometrics, 2010. DOI 10.1002/jae.1159

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• Predicting crude oil prices: Replication of the empirical results in "What do we learn from the price of crude oil?", Pak (2017). Outcome recorded: successful. The results of my replication exercise are very similar to the original forecast accuracy results View paper

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Failed replications · Successful replications · All browse pages