different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic …). The empirical literature is very far from any consensus about the appropriate model for oil price forecasting that should … common sample and common data. Fourth, we evaluate the forecasting performance of each selected model using static and …

forecasting daily electricity prices in two of the main European markets, Germany and Italy. We do that by means of mixed …-frequency models, introducing a Bayesian approach to reverse unrestricted MIDAS models (RU-MIDAS). We study the forecasting accuracy …

obvious advantage of financial and energy market data in forecasting oil prices is their availability in real time on a daily … monthly inventories. We conclude that typically not much is lost by ignoring high-frequency financial data in forecasting the …

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. …

global imbalances. -- oil price ; exchange rate ; forecasting ; multivariate time series models …

Forecasting oil prices has been of great interests for macroeconomists in the recent years. Our article contributes to … this strand of the literature by using a dynamic model averaging (DMA) method to improve forecasting accuracy of real oil …

been applied to oil price forecasting, by allowing for sequentially updating of time-varying combination weights …

Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel), National Commission for …