Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach

By Hilde C. Bjørnland, Nicolás Hardy, Dimitris Korobilis

Published 2026-04-15

Everscope rating

1534.4

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Quantile Bayesian Vector Autoregression (QBVAR) with Factor Structure. Problem types: Time Series Forecasting, Risk Management, Density Estimation, Regression.

arXiv:2604.12927 · Paper rankings

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