Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models

Author:

Wang Yudong,Liu Li,Wu Chongfeng

Funder

National Science Foundation of China

Qing Lan Project in Jiangsu province

Juangsu key laboratory of financial engineering

Jiangsu Higher Education Institutions

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference57 articles.

1. Nowcasting GDP in real time: a density combination approach;Aastveit;J. Bus. Econ. Stat.,2014

2. Aiolfi, M., Timmermann, A., 2004. Structural Breaks and the Performance of Forecast Combinations. Unpublished manuscript, Bocconi University.

3. What do we learn from the price of crude oil futures?;Alquist;J. Appl. Econ.,2010

4. Forecasting the price of oil;Alquist,2013

5. Real-time forecasts of the real price of oil;Baumeister;J. Bus. Econ. Stat.,2012

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