Is it possible to accurately forecast the evolution of Brent crude oil prices? : an answer based on parametric and nonparametric forecasting methods
Year of publication: |
2020
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Authors: | Álvarez-Díaz, Marcos |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 3, p. 1285-1305
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Subject: | Brent oil prices | Forecasting | ARIMA | M-GARCH | Neural networks | Genetic programming | Nearest-neighbor method | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Neuronale Netze | Welt | World | Prognose | Forecast | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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