- Communication
A Note on Forecasting the Rate of Change of the Price of Oil: Asymmetric Loss and Forecast Rationality
- Christian Pierdzioch and
- Jan-Christoph Rülke
We study whether forecasts of the rate of change of the price of oil are rational. To this end, we consider a model that allows the shape of forecasters’ loss function to be studied. The shape of forecasters’ loss function may be consistent with a sy...

