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Forecasts of the real price of oil revisited : do they beat the random walk?

Ellwanger, Reinhard; Snudden, Stephen - In: Journal of banking & finance 154 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014491682

Forecasting the Real Price of Oil - Time-Variation and Forecast Combination

Funk, Christoph - 2017

This paper sheds light on the questions whether it is possible to generate an accurate forecast of the real price of … oil and how it can be improved using forecast combinations. For this reason, my work will investigate the out …

Persistent link: https://www.econbiz.de/10012955548

Modeling and forecasting by the vector autoregressive moving average model for export of coal and oil data (case study from Indonesia over the years 2002-2017)

Warsono; Russel, Edwin; Wamiliana; Widiarti; Mustofa Usman - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 4, pp. 240-247

Persistent link: https://www.econbiz.de/10012386807

Forecasting the Real Price of Oil : A Cautionary Note

Conlon, Thomas; Cotter, John; Eyiah-Donkor, Emmanuel - 2022

We study the out-of-sample predictability of the real price of crude oil using forecast combinations constructed from …-change forecast at horizons ranging from 1 to 24 months with statistically significant MSFE reductions and directional accuracy. In …

Persistent link: https://www.econbiz.de/10013302008

Modeling seasonal integrated time series: the Spanish industrial production index

Gallego-Gómez, J. L. - In: Essays on microeconomics and industrial organisation : …, (pp. 5-17). 2004

Persistent link: https://www.econbiz.de/10001901995

Modeling seasonal integrated time series : the spanish industrial production index

Gallego-Gómez, José Luis - In: Essays on microeconomics and industrial organisation : …, (pp. 5-17). 2001

Persistent link: https://www.econbiz.de/10001619053

X-12-ARIMA i TRAMO/SEATS - empiryczne porównanie metod wyrównania sezonowego w kontekście długości próby

Grudkowska, Sylwia; Paśnicka, Ewa - 2007

Persistent link: https://www.econbiz.de/10003593839

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting

Bianchi, Carluccio; Carta, Alessandro; Fantazzini, Dean; … - 2009

leptokurtosis. We use our approach to forecast industrial production series in the core EMU countries and we provide evidence that …

Persistent link: https://www.econbiz.de/10010343909

Extended Yule-Walker identification of Varma models with single- or mixed-frequency data

Zadrosny, Peter A. - 2016

Persistent link: https://www.econbiz.de/10011539924

Extended Yule-Walker identification of Varma models with single- or mixed frequency data

Zadrozny, Peter A. - 2015

Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...

Persistent link: https://www.econbiz.de/10011411362

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