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Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane; Kilian, Lutz; Lee, Thomas - 2015
information. We explore a range of new forecasting approaches for the retail price of gasoline and compare their accuracy with the …
Persistent link: https://www.econbiz.de/10010464683
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
, including the question of whether financial market information helps forecast the real price of oil in physical markets. An …
Persistent link: https://www.econbiz.de/10010203447
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A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane; Kilian, Lutz - 2014
Futures markets are a potentially valuable source of information about market expectations. Exploiting this information …
Persistent link: https://www.econbiz.de/10010409922
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Are product spreads useful for forecasting? : an empirical evaluation of the Verleger hypothesis
Baumeister, Christiane; Kilian, Lutz - 2013
Notwithstanding a resurgence in research on out-of-sample forecasts of the price of oil in recent years, there is one important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is based on the premise that demand for crude oil derives...
Persistent link: https://www.econbiz.de/10010200878
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Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane; Kilian, Lutz - 2013
The U.S. Energy Information Administration (EIA) regularly publishes monthly and quarterly forecasts of the price of …
Persistent link: https://www.econbiz.de/10010200871