{"id":"https://openalex.org/W3023660375","doi":"https://doi.org/10.1007/978-3-642-55382-0_7","title":"Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting","display_name":"Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W3023660375","doi":"https://doi.org/10.1007/978-3-642-55382-0_7","mag":"3023660375"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-55382-0_7","doi":"https://doi.org/10.1007/978-3-642-55382-0_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-55382-0_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210187551","display_name":"Lecture notes in energy","issn_l":"2195-1284","issn":["2195-1284","2195-1292"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","norway-1"],"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Energy","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W834088143","display_name":"The Interrelationship Between Financial and Energy Markets"},"type":"book-chapter","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074311869","display_name":"Andrea Bastianin","orcid":"https://orcid.org/0000-0003-2487-7846","observed_orcids":["https://orcid.org/0000-0003-2487-7846"]},"institutions":[{"id":"https://openalex.org/I189158943","display_name":"University of Milan","ror":"https://ror.org/00wjc7c48","country_code":"IT","type":"education","lineage":["https://openalex.org/I189158943"]},{"id":"https://openalex.org/I4210128773","display_name":"Fondazione Eni Enrico Mattei","ror":"https://ror.org/03bvx5w91","country_code":"IT","type":"nonprofit","lineage":["https://openalex.org/I4210128773"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Andrea Bastianin","raw_affiliation_strings":["Department of Economics, Management, and Quantitative Methods, University of Milan, Milan, Italy","Fondazione Eni Enrico Mattei, Milan, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, Management, and Quantitative Methods, University of Milan, Milan, Italy","institution_ids":["https://openalex.org/I189158943"]},{"raw_affiliation_string":"Fondazione Eni Enrico Mattei, Milan, Italy","institution_ids":["https://openalex.org/I4210128773"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077302800","display_name":"Matteo Manera","orcid":"https://orcid.org/0000-0003-1220-8995","observed_orcids":["https://orcid.org/0000-0003-1220-8995"]},"institutions":[{"id":"https://openalex.org/I4210128773","display_name":"Fondazione Eni Enrico Mattei","ror":"https://ror.org/03bvx5w91","country_code":"IT","type":"nonprofit","lineage":["https://openalex.org/I4210128773"]},{"id":"https://openalex.org/I66752286","display_name":"University of Milano-Bicocca","ror":"https://ror.org/01ynf4891","country_code":"IT","type":"education","lineage":["https://openalex.org/I66752286"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Matteo Manera","raw_affiliation_strings":["Department of Economics, Management and Statistics, University of Milan-Bicocca, Via Bicocca degli Arcimboldi, 8 - Building U7, 20126, Milan, Italy","Fondazione Eni Enrico Mattei, Milan, Italy","Department of Economics, Management and Statistics, University of Milan-Bicocca, Milan, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, Management and Statistics, University of Milan-Bicocca, Via Bicocca degli Arcimboldi, 8 - Building U7, 20126, Milan, Italy","institution_ids":["https://openalex.org/I66752286"]},{"raw_affiliation_string":"Fondazione Eni Enrico Mattei, Milan, Italy","institution_ids":["https://openalex.org/I4210128773"]},{"raw_affiliation_string":"Department of Economics, Management and Statistics, University of Milan-Bicocca, Milan, Italy","institution_ids":["https://openalex.org/I66752286"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051484500","display_name":"Anil Markandya","orcid":"https://orcid.org/0000-0001-6304-7103","observed_orcids":["https://orcid.org/0000-0001-6304-7103"]},"institutions":[{"id":"https://openalex.org/I4210092744","display_name":"Basque Centre for Climate Change","ror":"https://ror.org/00eqwze33","country_code":"ES","type":"nonprofit","lineage":["https://openalex.org/I4210092744"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Anil Markandya","raw_affiliation_strings":["BC3 Basque Centre for Climate Change, Bilbao, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"BC3 Basque Centre for Climate Change, Bilbao, Spain","institution_ids":["https://openalex.org/I4210092744"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073918574","display_name":"Elisa Scarpa","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I4210120772","display_name":"Edison (Italy)","ror":"https://ror.org/02c3ywg26","country_code":"IT","type":"company","lineage":["https://openalex.org/I4210120772"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Elisa Scarpa","raw_affiliation_strings":["Edison Trading, Milan, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Edison Trading, Milan, Italy","institution_ids":["https://openalex.org/I4210120772"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5077302800"],"corresponding_institution_ids":["https://openalex.org/I4210128773","https://openalex.org/I66752286"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.35727763,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"157","last_page":"181"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.6875,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.6875,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.29829999804496765,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.005400000140070915,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-price-forecasting","display_name":"oil price forecasting","score":1.0},{"id":"https://openalex.org/keywords/spot-and-futures-prices","display_name":"spot and futures prices","score":0.7059999704360962},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"financial mathematics","score":0.7390000224113464},{"id":"https://openalex.org/keywords/structural-model","display_name":"structural model","score":0.9139999747276306},{"id":"https://openalex.org/keywords/mixed-effects-models","display_name":"mixed models","score":0.9620000123977661},{"id":"https://openalex.org/keywords/time-series-models","display_name":"time series models","score":0.7070000171661377},{"id":"https://openalex.org/keywords/random-walks","display_name":"random walks","score":0.6000000238418579},{"id":"https://openalex.org/keywords/wti-crude-oil","display_name":"WTI crude oil","score":0.7400000095367432},{"id":"https://openalex.org/keywords/forecast-accuracy","display_name":"forecast accuracy","score":0.8740000128746033},{"id":"https://openalex.org/keywords/econometric-model-comparison","display_name":"econometric model comparison","score":0.6840000152587891}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7418192028999329},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.6848505139350891},{"id":"https://openalex.org/C180075932","wikidata":"https://www.wikidata.org/wiki/Q5333342","display_name":"Econometric model","level":2,"score":0.6264971494674683},{"id":"https://openalex.org/C133199616","wikidata":"https://www.wikidata.org/wiki/Q25386885","display_name":"Empirical modelling","level":2,"score":0.5335505604743958},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48508134484291077},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.47813451290130615},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.43697088956832886},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.4368015229701996},{"id":"https://openalex.org/C70784835","wikidata":"https://www.wikidata.org/wiki/Q1049071","display_name":"West Texas Intermediate","level":3,"score":0.41766995191574097},{"id":"https://openalex.org/C117222624","wikidata":"https://www.wikidata.org/wiki/Q7575010","display_name":"Specification","level":2,"score":0.41275760531425476},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36627712845802307},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2739536166191101},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15240132808685303},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1275559961795807},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11721846461296082},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-642-55382-0_7","doi":"https://doi.org/10.1007/978-3-642-55382-0_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-55382-0_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210187551","display_name":"Lecture notes in energy","issn_l":"2195-1284","issn":["2195-1284","2195-1292"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","norway-1"],"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Energy","raw_type":"book-chapter"},{"id":"pmh:oai:boa.unimib.it:10281/51588","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10281/51588","pdf_url":null,"source":{"id":"https://openalex.org/S4306401259","display_name":"BOA (University of Milano-Bicocca)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/bookPart"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W1481945423","https://openalex.org/W1482923053","https://openalex.org/W1492316113","https://openalex.org/W1556022709","https://openalex.org/W1585325967","https://openalex.org/W1587738345","https://openalex.org/W1971967963","https://openalex.org/W1973202665","https://openalex.org/W1994331360","https://openalex.org/W1998334620","https://openalex.org/W2010346135","https://openalex.org/W2014933671","https://openalex.org/W2027442303","https://openalex.org/W2041585855","https://openalex.org/W2047694274","https://openalex.org/W2052922122","https://openalex.org/W2055328651","https://openalex.org/W2055933890","https://openalex.org/W2057798024","https://openalex.org/W2059172641","https://openalex.org/W2063711031","https://openalex.org/W2064638174","https://openalex.org/W2064856543","https://openalex.org/W2064890378","https://openalex.org/W2086699033","https://openalex.org/W2098723749","https://openalex.org/W2110603299","https://openalex.org/W2117175874","https://openalex.org/W2121189674","https://openalex.org/W2129646843","https://openalex.org/W2131733003","https://openalex.org/W2132428800","https://openalex.org/W2159069608","https://openalex.org/W2159950069","https://openalex.org/W3125080556","https://openalex.org/W3125696988","https://openalex.org/W3141830910","https://openalex.org/W4285719527","https://openalex.org/W4291327732"],"related_works":["https://openalex.org/W3123463050","https://openalex.org/W7112089897","https://openalex.org/W2972936694","https://openalex.org/W7100446608","https://openalex.org/W2406909279","https://openalex.org/W4392638098","https://openalex.org/W7056401496","https://openalex.org/W1529467674","https://openalex.org/W4413459816","https://openalex.org/W2898443112"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2020-05-13T00:00:00"}
