Forecasting the real prices of crude oil : what is the role of parameter instability?
Yudong Wang, Xianfeng Hao
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Yudong ; Hao, Xianfeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-20
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| Subject: | Bias-variance trade-off | Cross-validation | Forecast combination | Parameter instability | Predictive regressions | Prognoseverfahren | Forecasting model | Prognose | Forecast | Ölpreis | Oil price | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation |