Forecasting crude oil prices : a comparison between artificial neural networks and vector autoregressive models
Sepehr Ramyar, Farhad Kianfar
| Year of publication: |
2019
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|---|---|
| Authors: | Ramyar, Sepehr ; Kianfar, Farhad |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 2, p. 743-761
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| Subject: | Artificial neural networks | Crude oil price | Forecasting | Vector autroregressive model | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | VAR-Modell | VAR model | Prognose | Forecast | Ölmarkt | Oil market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9764-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134859