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

The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast …, including the question of whether financial market information helps forecast the real price of oil in physical markets. An … substantial and statistically significant real-time improvements in forecast accuracy. The preferred mixed-data sampling (MIDAS …

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

alternatives and more economically plausible. We discuss implications of our analysis for the estimation of economic models of …

discusses how to forecast future oil price movements based on information from both the oil futures market and the spot market …

suggest that oil futures prices have marginal predictive power for the price of oil at a 1-month forecast horizon. However …, they generally lose their forecasting power at higher forecast horizons. The results also suggest that exchange rates help … predicting oil prices at higher forecast horizons. The paper also considers forecast averaging and variable selection methods …

produce accurate forecast based on a description of history patterns in crude oil prices …

This paper explores a range of different forecast methods for Brent oil prices and analyses their performance relative … across forecast horizons. To address this instability, we propose a forecast combination for predicting quarterly real Brent … generates forecasts whose performance is robust over time. The improvements in forecast accuracy and stability are noticeable in …