Nonlinearity in forecasting energy commodity prices : evidence from a focused time-delayed neural network
Year of publication: |
2023
|
---|---|
Authors: | Bouteska, Ahmed ; Hájek, Petr ; Fisher, Ben ; Abedin, Mohammad Zoynul |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-15
|
Subject: | Crude oil | Energy market | Natural gas | Nonlinear focused time-delayed neural network | Neuronale Netze | Neural networks | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Erdöl | Petroleum | Energiemarkt | Prognose | Forecast | Erdgas | Rohstoffderivat | Commodity derivative | Energieprognose | Energy forecast |
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