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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 …
Persistent link: https://www.econbiz.de/10010279625
different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …
Persistent link: https://www.econbiz.de/10010312337
different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …
Persistent link: https://www.econbiz.de/10005423181
different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …
Persistent link: https://www.econbiz.de/10014053252
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 …
Persistent link: https://www.econbiz.de/10009382869
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 …
Persistent link: https://www.econbiz.de/10013091764
that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …
Persistent link: https://www.econbiz.de/10010279490
that asymmetries show up in their unconditional distribution, as well as in their unconditional copula. The VaR forecasting …
Persistent link: https://www.econbiz.de/10005012145
This study constructs a flexible range-based volatility model by considering extreme-value information to explore the volatility and dependence structures between the oil price and the US dollar exchange rate. An asset-allocation strategy is implemented to evaluate the economic value and confirm...
Persistent link: https://www.econbiz.de/10011048522
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need … in forecasting the price of oil? How useful are survey forecasts? How does one evaluate the sensitivity of a baseline oil …
Persistent link: https://www.econbiz.de/10009643504