Energy market disruptions have revealed critical gaps in economic forecasting models, particularly in how they account for extreme price volatility. Traditional statistical tools often fail to predict or adequately prepare for sudden spikes in energy costs, leaving policymakers and investors vulnerable. The disconnect highlights broader weaknesses in relying solely on historical data when assessing risks in global supply chains. Analysts warn that these blind spots could worsen without adjustments to current analytical frameworks.
Energy shocks expose statistical blind spots DWS Asset Management
