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

The answer depends on the objective. The approach of combining five of the leading forecasting models with equal … approach is not always more accurate than selecting the single most accurate forecasting model by horizon, its accuracy can be …

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

. Second, many central banks are interested in forecasting the real price of Brent crude oil rather than any of the U ….S. benchmarks. Third, central banks outside the United States are interested in forecasting the real price of oil measured in … choices that affect the relative accuracy of alternative forecasting methods. In addition, we investigate the costs and …

alternative econometric oil price forecasting models has been introduced in the literature and shown to be more accurate than the … six such models with weights that reflect the recent forecasting success of each model. Forecast combinations are … promising for four reasons. First, even the most accurate forecasting models do not work equally well at all times. Second, some …

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. …

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 …

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 …

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 …