Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?” (JAE 2018)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Anton Pak Predicting crude oil prices: Replication of the empirical results in “What do we learn from the price of crude oil?” JAE 2018 1 160-3 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website - - for the West Texas Intermediate (WTI) oil spot prices from, US Energy Information Administration https://www.eia.gov, future prices from, Datastream, market yield on U.S. Treasury securities at 3-month, 6-month, and 12-month constant maturities from, Federal Reserve Board of Governors, https://www.federalreserve.gov/datadownload/ USA MATLAB

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Ron Alquist, Lutz Kilian What do we learn from the price of crude oil futures? JAE 2010 4 539–73 C53, D51, G13, G15 - - - - - -

References

DOI: 10.1002/jae.2584 IDEAS: a/wly/japmet/v33y2018i1p160-163.html EconPapers: RePEc:wly:japmet:v:33:y:2018:i:1:p:160-163


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