Forecasting OPEC oil price: a comparison of parametric stochastic models

Keyphrases

• Oil Price 100%
• Stochastic Processes 100%
• Stochastic Model 100%
• OPEC Oil 100%
• Decision Maker 50%
• Random Walk 50%
• Prediction Accuracy 50%
• Probability Distribution 50%
• Likelihood of Occurrence 50%
• Oil Price Forecasting 50%
• Price Time Series 50%
• Univariate Model 50%
• Random Walk Model 50%
• Daily Data 50%
• Price Benchmark 50%
• Main Markets 50%
• Academic Papers 50%
• International Oil Prices 50%
• Brent Oil Price 50%
• Point Estimate 50%
• Traders 50%

Social Sciences

• Stochastics 100%
• Oil Price 100%
• Organization of the Petroleum Exporting Countries 100%
• Random Processes 50%
• Decision Maker 25%
• Price Forecasting 25%
• Price 25%

Economics, Econometrics and Finance

• Organization of the Petroleum Exporting Countries 100%
• Price 100%
• Price Forecasting 25%