Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles
使用简单的不可观测成分模型，发现明确建模原油价格的非对称周期能提高单变量时间序列模型的预测能力。
Using a simple unobserved components model, we show that explicitly modelling asymmetric cycles on crude oil prices improves the forecast ability of univariate time series models of the oil price.