procedure, which outperforms the original shuffling procedure in the provided forecasting study. …

The paper develops an oil price forecasting technique which is based on the present value model of rational commodity … pricing. The approach suggests shifting the forecasting problem to the marginal convenience yield which can be derived from …. For all criteria employed, the proposed forecasting tool outperforms the approach of using futures prices as direct …

, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to …

lowest forecasting performance. Our findings indicate that artificial procedures combining fuzzy logic and neural networks …

across countries by using a two-step approach that selects the most accurate linear or non-linear forecasting method for each … outperform ARIMA linear models for longer forecasting horizons. This holds true for countries with both soft and brisk changes of … expectations. However, when forecasting one step ahead, the performance between the two methods is similar. …