Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models
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 results indicate that PLS components extracted...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-05-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/16/11/4451 |