The 15 references without contexts in paper Ron Alquist, Lutz Kilian, Robert J. Vigfusson (2011) “Forecasting the Price of Oil” / RePEc:bca:bocawp:11-15

6
Artzner, P., F. Delbaen, J.-M. Eber, and D. Heath (1999), “Coherent Measures of Risk,” Mathematical Finance, 9, 203-228.
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8
Balke, N.S., Brown, S.P.A., and M.K. Yücel (2002), “Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?” Energy Journal, 23, 27‐52.
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20
Chen, Y.-C., Rogoff, K., and B. Rossi (2010), “Can Exchange Rates Forecast Commodity Prices?” forthcoming: Quarterly Journal of Economics.
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24
Clark, T.E, and K.D. West (2006), “Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis,” Journal of Econometrics, 135, 155-186.
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31
Davis, L.W., and L. Kilian (2011), “The Allocative Cost of Price Ceilings in the U.S. Residential Market for Natural Gas”, forthcoming: Journal of Political Economy.
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32
Diebold, F.X., and R.S. Mariano (1995), “Comparing Predictive Accuracy,” Journal of Business and Economic Statistics, 13, 253-263.
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33
Dolado, J.J., and H. Lütkepohl (1996), “Making Wald Tests Work for Cointegrated VAR Systems,” Econometric Reviews, 15, 369-386.
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44
Gonçalves, S., and L. Kilian (2004), “Bootstrapping Autoregressions in the Presence of Conditional Heteroskedasticity of Unknown Form,” Journal of Econometrics, 123, 89- 120.
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65
International Monetary Fund 2005. World Economic Outlook, Washington, DC.
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66
International Monetary Fund 2007. World Economic Outlook, Washington, DC.
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69
Kilian, L. (1999), “Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?” Journal of Applied Econometrics, 14, 491-510.
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87
Lütkepohl, H. (1982), “Non-Causality due to Omitted Variables,” Journal of Econometrics, 19, 367-378.
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96
Ravn, M.O., and H. Uhlig (2002), “On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations,” Review of Economics and Statistics, 84, 371-380.
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97
Reichlin, L., Giannone, D., and D. Small (2008), “Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases,” Journal of Monetary Economics, 55, 665-676.
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108
U.S. Dollars/Barrel U.S. Dollars/Barrel 1982-84 U.S. Dollars/Barrel 1982-84 U.S. Dollars/Barrel Percent Change Percent Change U.S. Dollars/Barrel Ave. Number of Open ContractsAve. Number of Contracts Traded Dollar per BarrelDollar per Barrel PercentPercentPercent Log Deviations from Mean Percent at Annual RatesPercent at Annual Rates Percent at Annual RatesPercent at Annual Rates Percent (Annual Rates)Recursive MSPE Ratio Percent (Annual Rates)Recursive MSPE Ratio PercentPercentPercent
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