-of-sample forecasting, and accuracy in the estimation of impulse response functions. …

. In this paper we focus on forecasting tail risks in the oil market by setting up a general empirical framework that …

This article analyzes the demand for electricity and provides out-of-sample forecasting at the sectoral level using a … one would expect if the forecasting relationship is stationary. The long-run parameter estimates are then used to conduct … ex-ante forecasting under plausible assumptions for policy making. …

problems. In this paper, we focus on modeling and forecasting the long-term price level, since it is the dominant factor in …

forecasting performance of econometric models incorporating asymmetric price transmission from crude oil to gasoline. In this … sign and probability forecasts. Finally, we highlight that the forecasting performance of the estimated models is time-varying. …