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Forecasting the Real Price of Oil Under Alternative Specifications of Constant and Time-Varying Volatility

https://doi.org/10.2139/ssrn.3069990
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Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
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The stochastic volatility in mean model: empirical evidence from international stock markets
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Bayes inference in regression models with ARMA (p, q) errors
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Forecasting the Price of Oil
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The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework
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Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm
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Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts
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Forecasting volatility of crude oil markets
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Regime-switching stochastic volatility: Evidence from the crude oil market
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Jumps and stochastic volatility in oil prices: Time series evidence
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Comparing and evaluating Bayesian predictive distributions of asset returns
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Moving average stochastic volatility models with application to inflation forecast
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A semiparametric approach to short-term oil price forecasting
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This is what happened to the oil price-macroeconomy relationship
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Bayesian analysis of ARMA–GARCH models: A Markov chain sampling approach
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ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS
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Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
inferredcites →https://doi.org/10.1080/07350015.2011.648859openalex-extracted
Real-Time Forecasts of the Real Price of Oil
inferredcites →https://doi.org/10.1080/07350015.2014.949342openalex-extracted
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
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The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
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Stochastic volatility forecasting and risk management
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WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
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Time Varying Structural Vector Autoregressions and Monetary Policy
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MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
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Federal Reserve Information and the Behavior of Interest Rates
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Efficient simulation and integrated likelihood estimation in state space models
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Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
inferredcites →https://doi.org/10.2139/ssrn.352960openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.560386openalex-extracted
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.1016/j.eneco.2014.09.015openalex-snapshot
Jump Processes in Natural Gas Markets
inferredcites →https://doi.org/10.17016/ifdp.2004.808openalex-snapshot
The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk
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