incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast … flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the … encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide …

an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures …-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR) models. Quarterly data are available from 1975.Ithrough 2007.IV … composite-weight training periods. Results showthat futures and numerous composite procedures outperform outlook forecasts. At …

in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures …-based forecasts, ARIMA, and unrestricted Vector Autoregressive (VAR) models. Quarterly data are available from 1975.I through 2007.IV … composite-weight training periods. Results show that futures and numerous composite procedures outperform outlook forecasts. At …

of the energy transition in a structural scenario analysis. Metal prices would reach historical peaks for an … into integrated assessments models of climate change. …

forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider … from end 2007 until mid 2009, the futures model clearly has better forecasting quality than the other models. …The present paper presents three different short-term oil models on a weekly basis. With these models we try to …

forecast oil prices out-of-sample up to three months. Two of the models are based on the VAR methodology and consider … from end 2007 until mid 2009, the futures model clearly has better forecasting quality than the other models. …The present paper presents three different short-term oil models on a weekly basis. With these models we try to …