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

specifications involving product spreads and compare these models to the no-change forecast of the real price of oil. We show that …

be more accurate than the no-change forecast of the real price of oil. We investigate the merits of constructing real …-time forecast combinations of six such models with weights that reflect the recent forecasting success of each model. Forecast … other models with higher MSPEs. Fourth, one can think of forecast combinations as providing insurance against possible model …

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 …

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