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Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model
Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163925
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The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
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The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei; Zhang, Liguo; Li, Qirui - In: Applied economics letters 27 (2020) 17, pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
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Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros; Gkasis, Pavlos; Bellos, Sotirios K. - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Jiang, Wei; Tang, Wanqing; Liu, Xiao - In: Finance research letters 57 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014526701
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The effects of oil price on the Korean economy : a global VAR approach
Park, Hail; Shin, Yongcheol - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 981-991
Persistent link: https://www.econbiz.de/10012123542
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Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong; Sun, Yuying; Wang, Shouyang; Wei, Yunjie - In: Energy economics 76 (2018), pp. 274-287
Persistent link: https://www.econbiz.de/10011976631
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A Novel Multivariate Decomposition Ensemble Model with News Text for Crude Oil Price Forecasting
Zhao, Zhengling; Sun, Jingyun; Guo, Jingjun; Sun, Shaolong - 2022
Forecasting crude oil prices is crucial for every individual and even the entire country. Previous studies have encountered difficulties in forecasting highly nonlinear crude oil prices, especially when conflicts, wars, and other irregular events occur. In light of this, this study proposes a...
Persistent link: https://www.econbiz.de/10014078881
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A multiscale time-series decomposition learning for crude oil price forecasting
Tan, Jinghua; Li, Zhixi; Zhang, Chuanhui; Shi, Long; … - In: Energy economics 136 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015046870
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Oil shocks and stock markets revisited : measuring connectedness from a global perspective
Zhang, Dayong - In: Energy economics 62 (2017), pp. 323-333
Persistent link: https://www.econbiz.de/10011748157