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Crude oil price forecasting : experimental evidence from wavelet decomposition and neural network modeling
Jammazi, Rania; Aloui, Chaker - In: Energy economics 34 (2012) 3, pp. 828-841
Persistent link: https://www.econbiz.de/10010219886
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Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping - In: International journal of forecasting 40 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
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Crude oil prices and kernel-based models
Panella, Massimo; D'Ecclesia, Rita L.; Stack, David G. - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 214-238
Persistent link: https://www.econbiz.de/10010476935
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Evaluating the empirical performance of alternative econometric models for oil price forecasting
Bastianin, Andrea; Manera, Matteo; Markandya, Anil; … - In: The interrelationship between financial and energy markets, (pp. 157-181). 2014
Persistent link: https://www.econbiz.de/10010411143
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Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M. - 2002
Persistent link: https://www.econbiz.de/10001875427
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Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong; Wu, Chongfeng; Li, Yang - In: International journal of forecasting 32 (2016) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
Manera, Matteo; Longo, Chiara; Markandya, Anil; Scarpa, … - 2013
literature. Some are based on financial theory and concentrate on the relationship between spot and futures prices ("financial …
Persistent link: https://www.econbiz.de/10014053252
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Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
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Oil commodity returns and macroeconomic factors : a time-varying approach
Schalck, Christophe; Chenavaz, Régis - In: Research in international business and finance 33 (2015), pp. 290-303
Persistent link: https://www.econbiz.de/10011325859
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...
Persistent link: https://www.econbiz.de/10010407524