This paper contributes a multivariate forecasting comparison between structural models and Machine-Learning-based tools … Greenbook and SPF forecasts. Model estimation and forecasting is based on an expanding window scheme using quarterly U.S. real … results indicate that nonlinear data-driven ANNs are a useful method when it comes to macroeconomic forecasting. …

methodological approach for oil market risk forecasting using high-frequency, minute-by-minute market data. We test this methodology … forecasting Value at Risk, a critical metric for risk assessment. Our findings reveal three key insights: (1) intraday data … forecasting accuracy; and (3) high-frequency data approach consistently outperform traditional counterparts. These findings have …