Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models
Sign Up to like & getrecommendations! Published in 2023 at "Energies"
DOI: 10.3390/en16114451
Abstract: This paper investigates the forecasting accuracy of alternative time series models when augmented with partial least-squares (PLS) components extracted from economic data, such as Federal Reserve Economic Data, as well as Monthly Database (FRED-MD). Our… read more here.
Keywords: pls components; forecasting using; oil price; price forecasting ... See more keywords