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A novel hybrid method for crude oil price forecasting

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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?

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Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models

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Forecasting the Artificial Intelligence index returns : a hybrid approach

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Forecasting crude oil price dynamics based on investor attention : evidence from the ARMAX and ARMAX-GARCH models

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Forecasting the stock returns of Chinese oil companies : can investor attention help?

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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?

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A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting

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Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference in terms of artificial intelligence index investment,...

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Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?

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