The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
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References listed on IDEAS
- Paul Cashin & C. John McCDermott, 2002.
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Citations
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Cited by:
- Maslyuk, Svetlana & Smyth, Russell, 2008.
"Unit root properties of crude oil spot and futures prices,"
Energy Policy,
Elsevier, vol. 36(7), pages 2591-2600, July.
- Svetlana Maslyuk & Russell Smyth, 2007. "Unit Root Properties of Crude Oil Spot and Futures Prices," Monash Economics Working Papers 40-07, Monash University, Department of Economics.
- Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
- Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(1), pages 29-44, April.
- Baomin Dong & Xuefeng Li & Boqiang Lin, 2010. "Forecasting Long-Run Coal Price in China: A Shifting Trend Time-Series Approach," Review of Development Economics, Wiley Blackwell, vol. 14(s1), pages 499-519, August.
- Zhongbao Zhou & Ke Duan & Ling Lin & Qianying Jin, 2015. "Forecasting long-term and short-term crude oil price: a comparison of the predictive abilities of competing models," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(4/5/6), pages 286-297.
- Ozdemir, Zeynel Abidin & Gokmenoglu, Korhan & Ekinci, Cagdas, 2013. "Persistence in crude oil spot and futures prices," Energy, Elsevier, vol. 59(C), pages 29-37.
More about this item
Keywords
energy forecasting; oil price; coal price; natural gas price; shifting trends model; long term forecasting;JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2005-04-16 (All new papers)
- NEP-ECM-2005-04-16 (Econometrics)
- NEP-ENE-2005-04-16 (Energy Economics)
- NEP-ETS-2005-04-16 (Econometric Time Series)
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