Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation
Bin Wang, Jun Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Bin ; Wang, Jun |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-14
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| Subject: | Double-scale complexity invariant distance | Energy futures and spots prices | Gated recurrent unit | Hybrid forecasting model of SW-GRU with EMD | Stochastic time effective weight function | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Theorie | Theory | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104827 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517554