The VEC-NAR model for short-term forecasting of oil prices
Fangzheng Cheng, Tian Li, Yi-ming Wei, Tijun Fan
| Year of publication: |
2019
|
|---|---|
| Authors: | Cheng, Fangzheng ; Li, Tian ; Wei, Yi-Ming ; Fan, Tijun |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 656-667
|
| Subject: | Diebold-Mariano test | NAR neural network | Oil price series | Price forecasting | VEC | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Schätzung | Estimation | 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.2017.12.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160054