Short-term oil price forecasting with forecast ensembles

This is a tool to aggregate oil price forecasts into an optimal ensemble. Individual price forecasts are model-based forecasts from Alquist, Kilian and Vigfusson (2013), modern machine-learning forecasts, and expert forecasts of the US EIA. The application is updated monthly. Here is a link to the application. I contributed to the creation of this application as a contractor of a Moscow-based think-tank Insitute for Energy and Finance.