Oil price prediction has usually proved to be an intractable task due to the intrinsic complexity of oil market … price. While recent studies focus on the determination of the best forecasting model by comparing various neural … power is found according to the wavelet oil price signal which appears to be the closest to the real anticipations of future …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …