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A monthly crude oil spot price forecasting model using relative inventories

✍ Scribed by Michael Ye; John Zyren; Joanne Shore

Book ID
113647793
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
278 KB
Volume
21
Category
Article
ISSN
0169-2070

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## Abstract The predictive accuracy of competing crude‐oil price forecast densities is investigated for the 1994–2006 period. Moving beyond standard ARCH type models that rely exclusively on past returns, we examine the benefits of utilizing the forward‐looking information that is embedded in the p