Forecasting the prices of crude oil : an iterated combination approach
Yaojie Zhang, Feng Ma, Benshan Shi, Dengshi Huang
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Zhang, Yaojie ; Ma, Feng ; Shi, Benshan ; Huang, Dengshi |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 70.2018, p. 472-483
|
| Subject: | Oil price predictability | Iterated combination | Out-of-sample forecasts | Asset allocation | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Portfolio-Management | Portfolio selection | Theorie | Theory | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.01.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011942869