Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Yudong Wang, Li Liu, Chongfeng Wu
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Wang, Yudong ; Liu, Li ; Wu, Chongfeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 337-348
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| Subject: | Real oil prices | Time-varying parameter | Forecasting combination | Predictive regression | Density forecasting | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Prognose | Forecast | VAR-Modell | VAR model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |