Monthly crude oil spot price forecasting using variational mode decomposition
Jinchao Li, Shaowen Zhu, Qianqian Wu
| Year of publication: |
2019
|
|---|---|
| Authors: | Li, Jinchao ; Zhu, Shaowen ; Wu, Qianqian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 83.2019, p. 240-253
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| Subject: | Back propagation neural network | Crude oil price forecasting | Genetic Algorithm | Hybrid model | Support vector machine | Variational mode decomposition | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Neuronale Netze | Neural networks | Evolutionärer Algorithmus | Evolutionary algorithm | Mustererkennung | Pattern recognition | Dekompositionsverfahren | Decomposition method | Prognose | Forecast | Rohstoffderivat | Commodity derivative | 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.2019.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175324