The role of temporal dependence in factor selection and forecasting oil prices
Kyle E. Binder, Mohsen Pourahmadi, James W. Mjelde
| Year of publication: |
2020
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|---|---|
| Authors: | Binder, Kyle E. ; Pourahmadi, Mohsen ; Mjelde, James W. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 3, p. 1185-1223
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| Subject: | Large data set | Probability forecasting | Evaluating forecasts | FAVAR | Energy price forecasting | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Prognose | Forecast | Energiepreis | Energy price | Energieprognose | Energy forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1574-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219548