Jean-Thomas Bernard

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Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion

Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forecasts.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C52, C53, E, E3, E37

Structural Change and Forecasting Long-Run Energy Prices

Staff Working Paper 2004-5 Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian
The authors test the statistical significance of Pindyck's (1999) suggested class of econometric equations that model the behaviour of long-run real energy prices.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C2, C22, C5, C52, C53, Q, Q4, Q40

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