We would like to welcome you to our Marie Sklodowska – Curie project “ENEFOR”. We proudly present you our website (http://enefor.eu) and we look forward for a live discussion on the project’s output!
This project is funded by the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement (No 658494). The project started on April 2015 and it will be completed on April 2017.
This exciting and innovative project aims to develop new econometric model frameworks to forecast oil price and oil price volatility, which will be successful in enhancing internal consistency, forecasting accuracy and easiness to communicate extracting added-value (in terms of predictability) information from the ultra high sampling frequency. In addition, this project aims to use the forecasted oil price volatility to predict the economic policy uncertainty in Europe, given that oil price shocks exert significant impact on the effectiveness of economic policy.
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