Are There Gains from Pooling Real-Time Oil Price Forecasts?

Christiane Baumeister, Lutz Kilian & Thomas K. Lee
The answer as to whether there are gains from pooling real-time oil price forecasts depends on the objective. The approach of combining five of the leading forecasting models with equal weights dominates the strategy of selecting one model and using it for all horizons up to two years.
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.