This paper investigates the forecasting performance for CDS spreads of both linear and non-linear models by analysing …

large number of forecasting models have been designed to forecast crude oil prices' volatility, so far the relative … performance evaluation of competing forecasting models remains an exercise that is unidimensional in nature. To be more specific …

, causality tests and out-of-sample forecasting tasks are carried out to empirically the strong relationship between the two …

In the last decade, with deregulation and introduction of competition in power markets, prices forecasting have become … a real challenge for all market participants. However, forecasting is a rather complex task since electricity prices … conditional variance in electricity spot prices. Forecasting is subsequently performed on the basis of adequate models. …