Forecasting the real prices of crude oil : what is the role of parameter instability?
Year of publication: |
2023
|
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Authors: | Wang, Yudong ; Hao, Xianfeng |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 117.2023, p. 1-20
|
Subject: | Bias-variance trade-off | Cross-validation | Forecast combination | Parameter instability | Predictive regressions | Theorie | Theory | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Welt | World | Prognose | Forecast | Regressionsanalyse | Regression analysis |
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