Eric Benyo
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View article: A reappraisal of real‐time forecasts of the real price of oil
A reappraisal of real‐time forecasts of the real price of oil Open
We replicate Baumeister and Kilian's work done in 2012 to reappraise real‐time forecasts of the real price of crude oil against the end‐of‐month no‐change forecast, the equivalent naive benchmark used for asset prices. We find no consisten…