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Are there gains from pooling real-time oil price forecasts?
12 references·13 citing·42 second hop
Are there gains from pooling real-time oil price forecasts? (2014)Are there gains from pooling real-time oi…Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach (2015)Forecasting the Real Price of…Do high-frequency financial data help forecast oil prices? The MIDAS touch at work (2015)Do high-frequency financial d…WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES (2014)WHAT CENTRAL BANKERS NEED TO …THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Forecasting the Price of Oil (2013)Forecasting the Price of OilAdvances in Forecast Evaluation (2013)Advances in Forecast Evaluati…Real-Time Forecasts of the Real Price of Oil (2012)Real-Time Forecasts of the Re…What do we learn from the price of crude oil futures? (2010)What do we learn from the pri…Forecasting the Price of Oil (2010)Forecasting the Price of OilNot All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Chapter 4 Forecast Combinations (2006)Chapter 4 Forecast Combinatio…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Forecasts of the real price of oil revisited: Do they beat the random walk? (2023)Forecasts of the real price o…Forecasting crude oil futures market returns: A principal component analysis combination approach (2022)Forecasting crude oil futures…On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (2020)On the relationship between o…Forecasting the real prices of crude oil using robust regression models with regularization constraints (2020)Forecasting the real prices o…Real-Time Forecast Combinations for the Oil Price (2018)Real-Time Forecast Combinatio…Forecasting oil prices: High-frequency financial data are indeed useful (2018)Forecasting oil prices: High-…Forecasting the Real Price of Oil - Time-Variation and Forecast Combination (2017)Forecasting the Real Price of…Forecasting oil and stock returns with a Qual VAR using over 150 years off data (2017)Forecasting oil and stock ret…Can investor attention predict oil prices? (2017)Can investor attention predic…ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS (2017)ARE PRODUCT SPREADS USEFUL FO…Predicting the oil prices: Do technical indicators help? (2016)Predicting the oil prices: Do…Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump (2016)Inside the Crystal Ball: New …A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil (2014)A General Approach to Recover…Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Coherent Measures of Risk (1999)The Role of Speculation in Oil Markets: What Have We Learned So Far? 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Results from an agnostic identification procedure (2005)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Expectations and Exchange Rate Dynamics (1976)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)“Options, Futures, and Other Derivatives” (2016)Forty Years of Oil Price Fluctuations: Why the Price of Oil May Still Surprise Us (2016)Empirical exchange rate models of the seventies (1983)Forecasting Interest Rates (2013)Time-varying combinations of predictive densities using nonlinear filtering (2013)On the correlation between commodity and equity returns: Implications for portfolio allocation (2016)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Influential factors in crude oil price forecasting (2017)Commodity-price comovement and global economic activity (2019)The relationship between oil prices and exchange rates: Revisiting theory and evidence (2020)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? (2019)Forecast combinations: An over 50-year review (2022)
this work references cited by second hop

References

  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2006Chapter 4 Forecast Combinations1,318 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 2010What do we learn from the price of crude oil futures?744 cited
  • 2013Forecasting the Price of Oil385 cited
  • 2012Real-Time Forecasts of the Real Price of Oil356 cited
  • 2015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach323 cited
  • 2010Forecasting the Price of Oil227 cited
  • 2013Advances in Forecast Evaluation171 cited
  • 2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES167 cited
  • 2015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work132 cited

Cited by

  • 2016Predicting the oil prices: Do technical indicators help?138 cited
  • 2017Can investor attention predict oil prices?125 cited
  • 2022Forecasting crude oil futures market returns: A principal component analysis combination approach

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80 cited
  • 2017Forecasting oil and stock returns with a Qual VAR using over 150 years off data74 cited
  • 2017ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS74 cited
  • 2018Forecasting oil prices: High-frequency financial data are indeed useful71 cited
  • 2014A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil53 cited
  • 2020On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach50 cited
  • 2020Forecasting the real prices of crude oil using robust regression models with regularization constraints49 cited
  • 2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump39 cited
  • 2023Forecasts of the real price of oil revisited: Do they beat the random walk?37 cited
  • 2018Real-Time Forecast Combinations for the Oil Price37 cited
  • 2017Forecasting the Real Price of Oil - Time-Variation and Forecast Combination36 cited