Articles with "carl models" as a keyword



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Ask CARL: Forecasting tail probabilities for energy commodities

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Published in 2019 at "Energy Economics"

DOI: 10.1016/j.eneco.2019.104497

Abstract: Abstract We use a set of conditional auto-regressive logit (CARL) models to predict tail probabilities for returns calculated from futures of four energy commodities. We show that CARL models are very useful to forecast the… read more here.

Keywords: ask carl; energy commodities; carl models; tail probabilities ... See more keywords