Transformer-based forecasting for intraday trading in the Shanghai crude oil market : Analyzing open-high-low-close prices
Wenyang Huang, Tianxiao Gao, Yun Hao, Xiuqing Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Wenyang ; Gao, Tianxiao ; Hao, Yun ; Wang, Xiuqing |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 1, p. 1-18
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| Subject: | OHLC data | Shang crude oil futures | Structural forecasting | Trading strategies | Transformer | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | Shanghai | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Welt | World | Prognose | Forecast | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487500