Forecasting crude oil futures market returns : a principal component analysis combination approach
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Yaojie ; Wang, Yudong |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 659-673
|
Subject: | Crude oil futures market | Forecast combination | Principal component analysis | Return predictability | Subset regression | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Schätzung | Estimation | Prognose | Forecast | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange |
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