Risky Oil: It's All in the Tails
收藏NBER2024-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w32524
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资源简介：
The substantial fluctuations in oil prices in the wake of the COVID-19 pandemic and the Russian invasion of Ukraine have highlighted the importance of tail events in the global market for crude oil which call for careful risk assessment. In this paper we focus on forecasting tail risks in the oil
提供机构：
美国国家经济研究局
创建时间：
2024-06-01
