Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på forfatter "Aag, Ruben"
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Forecasting oil and gas Prices: A Model Combination Approach
Aag, Ruben; Bjørnland, Hilde C.; Eliassen, Peder (CAMP Working Paper Series;08/2024, Working paper, 2024-12-31)This paper advances energy price forecasting by extending state-of-the-art econometric models for oil markets to address the distinct characteristics of fragmented natural gas markets. Using a forecast combination framework, ...