The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
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References listed on IDEAS
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Cited by:
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- Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40-07, Monash University, Department of Economics.
- Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007.
"Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting,"
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12118, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011.
"Oil Price Forecast Evaluation with Flexible Loss Functions,"
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120042, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.
- repec:bla:rdevec:v:14:y:2010:i:s1:p:499-519 is not listed on IDEAS
- Zhongbao Zhou & Ke Duan & Ling Lin & Qianying Jin, 2015. "Forecasting long-term and short-term crude oil price: a comparison of the predictive abilities of competing models," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(4/5/6), pages 286-297.
- Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
- Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.
- Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).
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More about this item
Keywords
energy forecasting; oil price; coal price; natural gas price; shifting trends model; long term forecasting;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2005-04-16 (Econometrics)
- NEP-ENE-2005-04-16 (Energy Economics)
- NEP-ETS-2005-04-16 (Econometric Time Series)
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