References

• 1995Comparing Predictive Accuracy5,214 cited
• 1983Empirical exchange rate models of the seventies4,115 cited
• 1989Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence1,820 cited
• 2010What do we learn from the price of crude oil futures?744 cited
• 2015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold–Mariano Tests494 cited
• 1960Note on the Correlation of First Differences of Averages in a Random Chain406 cited
• 2013Forecasting the Price of Oil385 cited
• 1990Indexes of U.S. Stock Prices from 1802 to 1987356 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
• 1978Seasonal Analysis of Economic Time Series288 cited
• 1999Some Consequences of Temporal Aggregation in Empirical Analysis271 cited
• 2020Energy Markets and Global Economic Conditions246 cited
• 2019Commodity-price comovement and global economic activity201 cited
• 2014WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES167 cited