Forecasting the real prices of crude oil: What is the role of parameter instability?
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DOI: 10.1016/j.eneco.2022.106483
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- Geng, Qianjie & Wang, Yudong, 2024. "Forecasting the volatility of crude oil basis: Univariate models versus multivariate models," Energy, Elsevier, vol. 295(C).
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Keywords
Parameter instability; Cross-validation; Forecast combination; Predictive regressions; Bias-variance trade-off;All these keywords.
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