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 …

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 …

approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting one model … the single most accurate forecasting model by horizon, its accuracy can be shown to be much more stable over time. The …