Blar i Centre for Applied Macro- and Petroleum economics (CAMP) på forfatter "Ferrari, Davide"
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Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach
Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin (CAMP Working Paper Series;11/2019, Working paper, 2019-12)This paper focuses on forecasting quarterly energy prices of commodities, such as oil, gas and coal, using the Global VAR dataset proposed by Mohaddes and Raissi (2018). This dataset includes a number of potentially ...