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Forecasting the price of crude oil via convenience yield predictions
16 references·4 citing·34 second hop
Forecasting the price of crude oil via convenience yield predictions (2007)Forecasting the price of crude oil via co…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…Multinational Enterprises, International Trade, and Productivity Growth: Firm-Level Evidence from the United States (2009)Multinational Enterprises, In…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Cointegration in partial systems and the efficiency of single-equation analysis (1992)Cointegration in partial syst…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Stochastic Convenience Yield …Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS (2017)ARE PRODUCT SPREADS USEFUL FO…Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach (2016)Estimating and forecasting th…Arbitrage opportunities and feedback trading in emissions and energy markets (2015)Arbitrage opportunities and f…Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach (2014)Research on patterns in the f…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bounds testing approaches to the analysis of level relationships (2001)Testing for Error Correction in Panel Data* (2007)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Capital markets research in accounting (2001)
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982 cited
  • 2009Multinational Enterprises, International Trade, and Productivity Growth: Firm-Level Evidence from the United States909 cited
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    • 2016Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach112 cited
    • 2014Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach86 cited
    • 2017ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS74 cited
    • 2015Arbitrage opportunities and feedback trading in emissions and energy markets29 cited