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Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
16 references·2 citing·41 second hop
Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts (2008)Evaluating information in multiple horizo…Evaluation of Economic Forecasts (2016)Evaluation of Economic Foreca…A monthly crude oil spot price forecasting model using relative inventories (2005)A monthly crude oil spot pric…Cost estimation and energy price forecasts for economic evaluation of retrofit projects (2003)Cost estimation and energy pr…A semiparametric approach to short-term oil price forecasting (2001)A semiparametric approach to …The accuracy of IMF and OECD forecasts for G7 countries (2000)The accuracy of IMF and OECD …Can we improve the perceived quality of economic forecasts? (1996)Can we improve the perceived …8 Forecast evaluation and combination (1996)8 Forecast evaluation and com…Quantifying the credibility of energy projections from trends in past data (1994)Quantifying the credibility o…ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS* (1990)ON TESTING FOR UNBIASEDNESS A…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions (1989)Are Harvest Forecasts News? U…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…What do Economists Know? An Empirical Study of Experts' Expectations (1981)What do Economists Know? An E…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Economic Forecasts and Expectations. (1971)Economic Forecasts and Expect…The economic and financial properties of crude oil: A review (2019)The economic and financial pr…Forecasting the Real Price of Oil - Time-Variation and Forecast Combination (2017)Forecasting the Real Price of…Applied Economic Forecasting (1967)Out-of-Sample Forecast Tests Robust to the Choice of Window Size (2012)Investor Attention and Stock Market Volatility (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL (2004)Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities (2012)Modelling oil price volatility with structural breaks (2012)Rational Expectations and the Theory of Price Movements (1961)Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Survey Measures of Expected U.S. Inflation (1999)Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (2008)Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)25 years of time series forecasting (2006)Chapter 4 Forecast Combinations (2006)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Comparing Predictive Accuracy (1994)Predicting currency crises: (1999)Comparing Density Forecasts via Weighted Likelihood Ratio Tests (2007)Forecasting with panel data (2008)The Combination of Forecasts (1969)Improved methods of combining forecasts (1984)How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth (2001)The state of macroeconomic forecasting (2002)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Combination forecasts of output growth in a seven‐country data set (2004)Handbook of Economic Forecasting (2013)Implementation of strategic cost management in manufacturing companies: overcoming costs stickiness and increasing corporate sustainability (2021)
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References

  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 19968 Forecast evaluation and combination536 cited
  • 2016Evaluation of Economic Forecasts529 cited
  • 1981What do Economists Know? An Empirical Study of Experts' Expectations299 cited
  • 1990ON TESTING FOR UNBIASEDNESS AND EFFICIENCY OF FORECASTS*285 cited
  • 2003Cost estimation and energy price forecasts for economic evaluation of retrofit projects264 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 1996Can we improve the perceived quality of economic forecasts?194 cited
  • 1971Economic Forecasts and Expectations.181 cited
  • 2005A monthly crude oil spot price forecasting model using relative inventories150 cited
  • 1994Quantifying the credibility of energy projections from trends in past data142 cited
  • 2000The accuracy of IMF and OECD forecasts for G7 countries132 cited

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  • 1989Are Harvest Forecasts News? USDA Announcements and Futures Market Reactions115 cited
  • Cited by

    • 2019The economic and financial properties of crude oil: A review65 cited
    • 2017Forecasting the Real Price of Oil - Time-Variation and Forecast Combination36 cited