Forecasting crude oil futures prices using global macroeconomic news sentiment
Year of publication: |
2020
|
---|---|
Authors: | Sadik, Zryan A. ; Date, Paresh M. ; Mitra, Gautam |
Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 31.2020, 2, p. 190-215
|
Subject: | rude oil | macroeconomic news sentiment | Kalman filter | forecasting | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model | Wirtschaftsprognose | Economic forecast | Welt | World | Prognose | Forecast | Erdöl | Petroleum |
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