A quantile Bayesian VAR model improves oil price median forecasts by 2-5% and left-tail forecasts by 10-25% over standard BVARs using 1975-2025 data.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
A quantile Bayesian VAR model improves oil price median forecasts by 2-5% and left-tail forecasts by 10-25% over standard BVARs using 1975-2025 data.