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 …

The relevance of oil in the world economy explains why considerable effort has been devoted to the development of … dynamic forecasts, as well as different measures of forecast errors. Finally, we propose a new class of models which combine …

, estimation of time-varying forecast biases and facets of miscalibration of individual forecast densities and time-varying inter …We propose a novel and numerically efficient quantification approach to forecast uncertainty of the real price of oil …-varying forecast uncertainty and risk for the real price of oil over the period 1974-2018. We show that the combination approach …

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 … and statistically significant real-time improvements in forecast accuracy. The preferred MIDAS model reduces the MSPE by …