Short-term oil price forecasting with forecast ensembles

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