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Are there gains from pooling real-time oil price forecasts? · Study

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ArticleAre there gains from pooling real-time oil price forecasts?

Christiane J.S. Baumeister2014

Article2014

Are there gains from pooling real-time oil price forecasts?

Christiane J.S. Baumeister · Lutz Kilian · Thomas Kin Man Lee

84 citations·0/0 files stored·Energy Economics

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Forecasting Techniques and Applications Market Dynamics and Volatility Stock Market Forecasting Methods

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References

2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL 2006Chapter 4 Forecast Combinations 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications 2010What do we learn from the price of crude oil futures?2013Forecasting the Price of Oil 2012Real-Time Forecasts of the Real Price of Oil 2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

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2016Predicting the oil prices: Do technical indicators help?2017Can investor attention predict oil prices?2022Forecasting crude oil futures market returns: A principal component analysis combination approach 2017Forecasting oil and stock returns with a Qual VAR using over 150 years off data 2017ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS

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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pumparticle · 11 shared references 2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter modelsarticle · 10 shared references 2018Forecasting oil prices: High-frequency financial data are indeed usefularticle · 9 shared references 2020Forecasting the real prices of crude oil using robust regression models with regularization constraintsarticle · 9 shared references 2017Forecasting the Real Price of Oil - Time-Variation and Forecast Combinationarticle · 9 shared references 2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at workarticle · 8 shared references

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Year2014

Typearticle

Published2014-08-20

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations84

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.eneco.2014.08.008

openalex_workW1519962128

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2018

Forecasting oil prices: High-frequency financial data are indeed useful

2014A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

2020Forecasting the real prices of crude oil using robust regression models with regularization constraints