Forecasting spot oil price in a dynamic model averaging framework : Have the determinants changed over time?
Year of publication: |
November 2016
|
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Authors: | Drachal, Krzysztof |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 60.2016, p. 35-46
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Subject: | Bayesian forecasting | Dynamic model averaging | DMA | Dynamic model selection | DMS | Forecasting oil price | Oil price | Predicting oil price | Spot oil price | Time-varying parameters | Ölpreis | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Welt | World | Ölmarkt | Oil market |
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