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Contribution Details
| Type | Master's Thesis |
| Scope | Discipline-based scholarship |
| Title | Oil Price Indicators & Scoring Model |
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| Institution | University of Zurich |
| Faculty | Faculty of Economics, Business Administration and Information Technology |
| Number of Pages | 34 |
| Date | 2016 |
| Abstract Text | A thorough analysis of the history of the crude oil price uctuations lays the foundation for the data analysis conducted in this paper with the aim to figure out an economically reasonable scoring model to predict the crude oil price. The results of the first correlation analysis did not provide a clear picture. Nevertheless, a linear regression with five selected indicators showed some predictive power and was transformed into a scoring model with uctuating results compared to the benchmark depending on the time frame observed. For further analysis it is suggested to take a look at time-varying models. |
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