Forecasting crude oil prices in the COVID-19 era : can machine learn better?
Year of publication: |
2023
|
---|---|
Authors: | Tian, Guangning ; Peng, Yuchao ; Meng, Yuhao |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 125.2023, p. 1-13
|
Subject: | Combination methods | Extreme events | Oil price forecast | Out-of-sample forecasts | Shrinkage methods | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Coronavirus | Prognose | Forecast | Ölmarkt | Oil market | Welt | World | Künstliche Intelligenz | Artificial intelligence |
-
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard, (2023)
-
Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard, (2023)
-
Kadam, Sanjeev, (2023)
- More ...
-
Tian, Guangning, (2022)
-
Systemic risk in the Chinese shadow banking system : a sector-level perspective
Tian, Guangning, (2016)
-
Tian, Guangning, (2019)
- More ...