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Conditional correlations and volatility spillovers between crude oil and stock index returns

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Persistent link: https://www.econbiz.de/10008669344

Crude oil hedging strategies using dynamic multivariate GARCH

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Are forecast updates progressive?

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Combining non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

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Combining non-replicable forecast

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

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Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometric model, but also incorporates an expert’s...