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Multi-source model of heterogeneous data analysis for oil price forecasting

Baboshkin, Pavel; Uandykova, Mafura - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 384-391

Persistent link: https://www.econbiz.de/10012616117

The Predictive Content of Energy Futures : An Update on Petroleum, Natural Gas, Heating Oil and Gasoline

Chinn, Menzie David - 2014

This paper examines the relationship between spot and futures prices for energy commodities (crude oil, gasoline, heating oil markets and natural gas). In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot prices. We find that while...

Persistent link: https://www.econbiz.de/10012752621

Assessing the Predictability of Oil Prices

Charles, Don - 2020

, EGARCH, ANN, and Wavelet Transform (Daubechies level 2 order 3)-ARMA models to forecast oil prices. Data on oil prices over … forecast the direction of oil prices. Surprisingly, the fundamentals, based on the US oil inventories seem to have a higher …

Persistent link: https://www.econbiz.de/10012831989

The Predictive Content of Energy Futures : An Update on Petroleum, Natural Gas, Heating Oil and Gasoline

Chinn, Menzie D. - 2005

This paper examines the relationship between spot and futures prices for energy commodities (crude oil, gasoline, heating oil markets and natural gas). In particular, we examine whether futures prices are (1) an unbiased and/or (2) accurate predictor of subsequent spot prices. We find that while...

Persistent link: https://www.econbiz.de/10012467654

Improving Nigeria's inflation forecast with oil price : the role of estimators

Tule, Moses Kpughur; Salisu, Afees A.; Chiemeke, … - In: Journal of quantitative economics 18 (2020) 1, pp. 191-229

Persistent link: https://www.econbiz.de/10012418811

Real-time forecast combinations for the oil price

Garratt, Anthony; Vahey, Shaun P.; Zhang, Yunyi - 2018

Persistent link: https://www.econbiz.de/10011980672

Modeling and forecasting oil price risk : the role of implied volatility index

Dutta, Anupam - In: Journal of economic studies 44 (2017) 6, pp. 1003-1016

Persistent link: https://www.econbiz.de/10011961008

Forecasting the WTI crude oil price by a hybrid-refined method

Chai, Jian; Xing, Li-Min; Zhou, Xiao-Yang; Zhang, Zhe George - In: Energy economics 71 (2018), pp. 114-127

Persistent link: https://www.econbiz.de/10011942964

Oil price dynamics forecasting : an indicator-pivoted paradigm

Chong, Mei-Teing; Puah, Chin-Hong; Abu Mansor, Shazali - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 307-311

Persistent link: https://www.econbiz.de/10011881383

Pricing in oil market and using probit model for analysis of stock market effects

Mikhaylov, Alexey Yurievich - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 69-73

Persistent link: https://www.econbiz.de/10011850489

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