Neural network prediction of crude oil futures using B-splines
Sunil Butler, Piotr Kokoszka, Hong Miao, Han Lin Shang
| Year of publication: |
2021
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|---|---|
| Authors: | Butler, Sunil ; Kokoszka, Piotr ; Miao, Hong ; Shang, Han Lin |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 94.2021, p. 1-11
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| Subject: | Crude oil futures | Functional data | Model confidence set | Neural network | Splines | Term structure | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölpreis | Oil price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.105080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649352