Forecasting crude oil futures prices using global macroeconomic news sentiment
Zryan A. Sadik, Paresh M. Date and Gautam Mitra
| Year of publication: |
2020
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|---|---|
| Authors: | Sadik, Zryan A. ; Date, Paresh M. ; Mitra, Gautam |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 31.2020, 2, p. 190-215
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| Subject: | rude oil | macroeconomic news sentiment | Kalman filter | forecasting | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Ankündigungseffekt | Announcement effect | Welt | World | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment | Prognose | Forecast | Ölmarkt | Oil market | Volatilität | Volatility | Erdöl | Petroleum | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpz011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181862