Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Aviral Kumar Tiwari, Gagan Deep Sharma, Amar Rao, Mohammad Razib Hossain, Dhairya Dev
| Year of publication: |
2024
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Sharma, Gagan Deep ; Rao, Amar ; Hossain, Mohammad Razib ; Dev, Dhairya |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107608, p. 1-28
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| Subject: | Crude oil | Economic policy | Machine learning | Natural gas | RMSE | Volatility forecasting | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Welt | World | Erdgas | ARCH-Modell | ARCH model | Gaswirtschaft | Gas industry | Ölpreis | Oil price | Prognose | Forecast | Erdöl | Petroleum | 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.2024.107608 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047054