Forecasting the real prices of crude oil using robust regression models with regularization constraints
Year of publication: |
2020
|
---|---|
Authors: | Hao, Xianfeng ; Zhao, Yuyang ; Wang, Yudong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-12
|
Subject: | Machine learning | Out-of-sample forecasting | Predictive regressions | Real oil prices | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Prognose | Forecast | Künstliche Intelligenz | Artificial intelligence |
-
Forecasting the real prices of crude oil : a robust weighted least squares approach
Wang, Yudong, (2022)
-
Wang, Yudong, (2017)
-
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong, (2023)
- More ...
-
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng, (2023)
-
Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong, (2023)
-
Good volatility, bad volatility, and time series return predictability
Yu, Honghai, (2022)
- More ...