Forecasting crude oil futures market returns : a principal component analysis combination approach
Yaojie Zhang, Yudong Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Yaojie ; Wang, Yudong |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 2, p. 659-673
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| Subject: | Crude oil futures market | Forecast combination | Principal component analysis | Return predictability | Subset regression | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Ölmarkt | Oil market | Prognose | Forecast | Hauptkomponentenanalyse | Schätzung | Estimation | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange | Ölpreis | Oil price | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465079