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Bank of Canada RSS Feedsen2024-03-29T06:51:49+00:00Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work
https://www.bankofcanada.ca/2014/03/working-paper-2014-11/
The substantial variation in the real price of oil since 2003 has renewed interest in the question of how to forecast monthly and quarterly oil prices. There also has been increased interest in the link between financial markets and oil markets, including the question of whether financial market information helps forecast the real price of oil in physical markets.2014-03-25T14:22:48+00:00enDo High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work2014-03-25Econometric and statistical methodsInternational topicsWorking Paper 2014-11https://www.bankofcanada.ca/wp-content/uploads/2014/03/wp2014-11.pdfDo High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at WorkChristiane BaumeisterPierre GuérinLutz KilianMarch 2014CC5C53GG1G14QQ4Q43