New evidence of anti-herding of oil-price forecasters

A-Tier
Journal: Energy Economics
Year: 2010
Volume: 32
Issue: 6
Pages: 1456-1459

Authors (3)

Pierdzioch, Christian (Helmut Schmidt Universität Ham...) Rülke, Jan Christoph (not in RePEc) Stadtmann, Georg (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We used the oil-price forecasts of the Survey of Professional Forecasters published by the European Central Bank to analyze whether oil-price forecasters herd or anti-herd. Oil-price forecasts are consistent with herding (anti-herding) of forecasters if forecasts are biased towards (away from) the consensus forecast. Based on a new empirical test developed by Bernhardt et al. (J. Financ. Econ. 80: 657-675, 2006), we found strong evidence of anti-herding among oil-price forecasters.

Technical Details

RePEc Handle
repec:eee:eneeco:v:32:y:2010:i:6:p:1456-1459
Journal Field
Energy
Author Count
3
Added to Database
2026-01-29