Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model
Yinglan Zhao, Chen Feng, Nuo Xu, Song Peng, Chang Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhao, Yinglan ; Feng, Chen ; Xu, Nuo ; Peng, Song ; Liu, Chang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-16
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| Subject: | Oil price shocks | EUR/USD exchange rate risks | LSTM neural network model | Russia-Ukraine geopolitical conflict | Ölpreis | Oil price | Neuronale Netze | Neural networks | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | Schock | Shock | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106921 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483640