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SSRNEconometrics & Forecasting

Forecasting Oil Prices with VRP and Google Data

The paper suggests that incorporating variance risk premium and Google search data into models improves real oil price forecasts, with penalized regressions providing the best results.

Featured in No. 11 on 9 Aug 2023 · 1 day after release

Released
8 Aug 2023
First featured
No. 11 · 9 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4534884

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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