Predicting daily oil prices : linear and non-linear models
Wassim Dbouk, Ibrahim Jamali
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Dbouk, Wassim ; Jamali, Ibrahim |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 46.2018, p. 149-165
|
| Subject: | Forecasting | Crude oil market | Crude oil futures | Trading strategy | Artificial neural network | Bootstrap aggregation | Bagging | Genetic algorithm | Fuzzy logic | Error correction model | Transaction costs | Autoregressive distributed lag | Financialization | Autoregressive moving average | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Ölmarkt | Oil market | Neuronale Netze | Neural networks | Transaktionskosten | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model | Erdöl | Petroleum | Fuzzy-Set-Theorie | Fuzzy sets | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983600