Search Results - subject:"Forecasting and prediction"

Putting VAR forecasts of the real price of crude oil to the test

Ellwanger, Reinhard; Snudden, Stephen - In: Finance research letters 77 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015411118

Can futures prices predict the real price of primary commodities?

Farag, Markos; Snudden, Stephen; Upton, Gregory B. <Jr.> - 2024

Persistent link: https://www.econbiz.de/10015049108

Carpe diem : can daily oil prices improve model-based forecasts of the real price of crude oil?

Benmoussa, Amor-Aniss; Ellwanger, Reinhard; Snudden, Stephen - 2023

Persistent link: https://www.econbiz.de/10014437432

Seize the last day : period-end-point sampling for forecasts of temporally aggregated data

Ellwanger, Reinhard; Snudden, Stephen; Arango-Castillo, … - 2023

Persistent link: https://www.econbiz.de/10014437443

L' economia sommersa nell’Unione Europea : analisi statistica ed implicazioni di policy

Morvillo, Cecilia; Lasinio, Giovanna Jona; Maggi, Bernardo - 2023

Persistent link: https://www.econbiz.de/10014335327

The influence of global inflation on emerging market economies' inflation

Arango-Castillo, Lenin; Orraca, María José; Molina … - 2022

We calculate global inflation as the first principal component of inflation in a sample of emerging market and advanced economies and find that it may account for an important fraction of headline and core inflation variance across countries. We then show that global inflation is correlated with...

Persistent link: https://www.econbiz.de/10014319980