Do gas price and uncertainty indices forecast crude oil prices? : fresh evidence through XGBoost modeling
Kais Tissaoui, Taha Zaghdoudi, Abdelaziz Hakimi, Mariem Nsaibi
| Year of publication: |
2023
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|---|---|
| Authors: | Tissaoui, Kais ; Zaghdoudi, Taha ; Hakimi, Abdelaziz ; Nsaibi, Mariem |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 2, p. 663-687
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| Subject: | Complex relationship | Crude oil price | eXtreme Gradient Boosting | Gas price | Shapley additive explanation method | Uncertainty indexes | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Preis | Price | Erdgas | Natural gas | Ölmarkt | Oil market | Welt | World | Risiko | Risk | Gaspreis | Erdgasmarkt | Natural gas market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10305-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382756