Time-varying effects of oil supply shocks on the US economy

Explore the dynamic impacts of oil supply shocks on the U.S. economy in our in-depth analysis of Baumeister and Peersman's 2013 study. Discover how time-varying effects, structural changes, and flexible policy responses shape economic resilience.

Real-time forecasts of the real price of oil

Explore Baumeister and Kilian's groundbreaking 2012 study on real-time oil price forecasts. Understand their innovative methodology, key findings, and the significant implications for economic policy and business strategies.

The dynamic effects of aggregate demand, supply and oil price shocks—a comparative study

Explore a comprehensive analysis of Hilde C. Bjørnland's influential 2000 paper on the dynamic effects of aggregate demand, supply, and oil price shocks. Understand key findings, methodologies, and policy implications. Ideal for economists, researchers, and policymakers.

The role of time‐varying price elasticities in accounting for volatility changes in the crude oil market

Discover an in-depth analysis of Baumeister and Peersman's 2013 study on time-varying price elasticities and crude oil market volatility. Learn about the methodology, key findings, and policy implications of this crucial economic research in the Journal of Applied Econometrics.

Artificial intelligence investments reduce risks to critical mineral supply

Explore how Artificial Intelligence (AI) is revolutionizing the mining of critical minerals, reducing investment risks, and paving the way for sustainable energy solutions. Discover AI's role in enhancing mining efficiency and the strategic measures needed for energy transition.

What central bankers need to know about forecasting oil prices

Explore key insights into forecasting oil prices from 'What Central Bankers Need to Know About Forecasting Oil Prices,' a study by Baumeister and Kilian. Learn more about the authors, their research techniques, and how their findings are shaping the world of central banking. A must-read for financial enthusiasts, avid economists, and banking professionals.

Backtesting value-at-risk using forecasts for multiple horizons, a comment on the forecast rationality tests of AJ Patton and A. Timmermann

Explore the groundbreaking 2011 study by Hoogerheide, L.F., Ravazzolo, F., and van Dijk, H.K. on Backtesting VaR using forecasts for multiple horizons. Understand its comparison with Patton and Timmermann's forecast rationality tests, its impact on financial risk management, and its ongoing relevance in evolving risk prediction strategies.

Real-time analysis of oil price risks using forecast scenarios

Explore the intricate work of Baumeister and Kilian on real-time oil price risk analysis. From understanding their unique approach to discussing the impact and future implications of their research, delve into comprehensive insights into their seminal 2014 paper in IMF Economic Review.

Do oil price increases cause higher food prices?

Deciphering the intricate correlation between rising oil prices and food prices through the lens of Baumeister and Kilian's 2014 research. Gain valuable insights on their analytical approach, key findings, policy implications, and join the debate on this critical economic discourse.

Are there gains from pooling real-time oil price forecasts?

Dive into the in-depth analysis of Baumeister, Kilian, & Lee's 2014 critical study on pooling real-time oil price forecasts. Explore its potential implications for energy economics, understand the research methodologies, and discover real-world applications, all while gaining insights into future oil price forecasting strategies.

Do high-frequency financial data help forecast oil prices? The MIDAS touch at work

Dive into a comprehensive exploration of Baumeister, Guérin, and Kilian's 2015 study on the usage of high-frequency financial data to forecast oil prices. Discover the role of MIDAS regression, impact on policy-making, and the future of forecasting methodologies.

Forecasting the real price of oil in a changing world: a forecast combination approach

Dive into an in-depth analysis of Baumeister and Kilian's groundbreaking 2015 research on oil price forecasting. This detailed review captures the methodology, significance, and impact of their pioneering forecast combination approach, introducing a remarkable step forward in the realm of economic forecasting.

Commodity prices and BRIC and G3 liquidity: A SFAVEC approach

Uncover the intricate relationship between commodity prices and BRIC and G3 liquidity. Dive into an exhaustive analysis of the groundbreaking academic paper by Ratti and Vespignani (2015) that involves the use of the SFAVEC methodology. This comprehensive review reevaluates the consequential findings of the original study and probes deeper into the economic phenomena.

Inside the crystal ball: new approaches to predicting the gasoline price at the pump

This article provides a comprehensive review and analysis of the research paper "Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump" by Baumeister, C., Kilian, L., and Lee, T.K, (2017) - investigating its proposed methodologies for gasoline price prediction, critiquing its practical implications, and offering avenues for future research.

Are product spreads useful for forecasting oil prices? An empirical evaluation of the Verleger hypothesis

‍This paper delves into the academic study conducted by Baumeister, Kilian, and Zhou (2018) titled "Are product spreads useful for forecasting oil prices? An empirical evaluation of the Verleger hypothesis." The Verleger hypothesis suggests that the spread between oil product prices and crude oil prices can be indicative of future changes in crude oil prices. This paper critically evaluates the methodology, findings, and implications of Baumeister et al.'s study, drawing insights into the effectiveness of product spreads as a forecasting tool for oil prices.

Comparing the forecasting performances of linear models for electricity prices with high RES penetration

The academic paper provides a comprehensive evaluation of different linear predictive models for electricity pricing with high RES penetration. This article offers a thorough analysis of their research, methodological perspectives, and the significance of their findings to the academic and practical domain.

Forecasting electricity prices with expert, linear, and nonlinear models

In their study, they decompose the problem of electricity price forecasting into simpler sub-problems, each of which is separately modeled using either expert, linear, or nonlinear models. They use day-ahead electricity prices from the Italian power exchange market as their data source. The paper concludes that the model combination approach provides superior forecasts.

Forecasting Cryptocurrencies under Model and Parameter Instability

Cryptocurrency, experiencing significant attention rise in the past decade, is progressively scrutinized in academic research. The interest goes beyond trading to understand the driving factors in its volatility.