approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting one model … the single most accurate forecasting model by horizon, its accuracy can be shown to be much more stable over time. The …

important approach to forecasting the real price of oil which has not been studied systematically to date. This approach is …. Our objective is to evaluate this proposition. We derive from first principles a number of alternative forecasting model … not all product spread models are useful for out-of-sample forecasting, but some models are, even at horizons between one …

-time econometric oil price forecasting models. We investigate the merits of constructing combinations of six such models. Forecast … combinations have received little attention in the oil price forecasting literature to date. We demonstrate that over the last 20 …

obvious advantage of financial data in forecasting oil prices is their availability in real time on a daily or weekly basis … lost by ignoring high-frequency financial data in forecasting the monthly real price of oil. …

has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting and for the …

information. We explore several new forecasting approaches for the U.S. retail price of gasoline and compare their accuracy with … successful forecasting models. Pooled forecasts have lower MSPE than the EIA gasoline price forecasts and the gasoline price …

has implications for the estimation of economic models of energy-intensive durables, for oil price forecasting, and for …