The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using … producing accurate forecasts of the WTI spot price. -- Oil Price ; WTI Spot and Futures Prices ; Forecasting ; Econometric …

The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that … frequencies on a common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using …

important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is …. Our objective is to evaluate this proposition. We derive from first principles a number of alternative forecasting model … not all product spread models are useful for out-of-sample forecasting, but some models are, even at horizons between one …

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …-of-sample. -- Copula functions ; Forecasting ; Value-At-Risk …

that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …