Nonlinearity in forecasting energy commodity prices : evidence from a focused time-delayed neural network
Ahmed Bouteska, Petr Hajek, Ben Fisher, Mohammad Zoynul Abedin
| Year of publication: |
2023
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|---|---|
| Authors: | Bouteska, Ahmed ; Hájek, Petr ; Fisher, Ben ; Abedin, Mohammad Zoynul |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-15
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| Subject: | Crude oil | Energy market | Natural gas | Nonlinear focused time-delayed neural network | Neuronale Netze | Neural networks | Energiemarkt | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Erdgas | Erdöl | Petroleum | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266733