The role of temporal dependence in factor selection and forecasting oil prices
Year of publication: |
2020
|
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Authors: | Binder, Kyle E. ; Pourahmadi, Mohsen ; Mjelde, James W. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 3, p. 1185-1223
|
Subject: | Large data set | Probability forecasting | Evaluating forecasts | FAVAR | Energy price forecasting | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
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