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 …

has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …

-time econometric oil price forecasting models. We investigate the merits of constructing combinations of six such models. Forecast … combinations have received little attention in the oil price forecasting literature to date. We demonstrate that over the last 20 …

energy-intensive durables, for the debate on speculation in oil markets, and for oil price forecasting. …

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …

usefulness for forecasting real oil prices and global petroleum consumption. We find that world industrial production is one of …

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 …

has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting and for the …