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Forecasting models based on data analytics for predicting rice price volatility : a case study of the Sri Lankan rice market

Hathurusingha, Chanchala; Abdelhamid, Neda; Airehrour, David - In: Journal of information & knowledge management : JIKM 18 (2019) 1, pp. 1950006-1-1950006-20

Persistent link: https://www.econbiz.de/10012027153

Cryptocurrencies and long-range trends

Alexiadou, Monica; Sofianos, Emmanouil; Gkonkas, Periklēs - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17

In this study we investigate possible long-range trends in the cryptocurrency market. We employed the Hurst exponent in a sample covering the period from 1 January 2016 to 26 March 2021. We calculated the Hurst exponent in three non-overlapping consecutive windows and in the whole sample. Using...

Persistent link: https://www.econbiz.de/10014279894

Uncovering hidden insights with long-memory process detection : an in-depth overview

Hassani, Hossein; Yarmohammadi, Masoud; Marvian, Leila - In: Risks : open access journal 11 (2023) 6, pp. 1-15

using the sample autocorrelation function (ACF) to identify long-memory processes. While the ACF establishes the theoretical …

Persistent link: https://www.econbiz.de/10014335857

Forecasting interval-valued crude oil prices using asymmetric interval models

Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061

Persistent link: https://www.econbiz.de/10013490921

Time-frequency contained co-movement of crude oil and world food prices : a wavelet-based analysis

Pal, Debdatta; Mitra, Subrata Kumar - In: Energy economics 62 (2017), pp. 230-239

Persistent link: https://www.econbiz.de/10011748104

Oil prices as a driving force in the diffusion of renewables?

Kehrel, Uwe; Sick, Nathalie - In: International journal of energy sector management : IJESM 9 (2015) 2, pp. 227-250

Persistent link: https://www.econbiz.de/10011349009

Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach

Nonejad, Nima - In: Computational economics 53 (2019) 4, pp. 1687-1710

Persistent link: https://www.econbiz.de/10012135601

An inquiry into the structure and dynamics of crude oil price using the fast iterative filtering algorithm

Piersanti, Giovanni; Piersanti, Mirko; Cicone, Antonio; … - In: Energy economics 92 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012519649

Crude oil price forecasting incorporating news text

Bai, Yun; Li, Xixi; Yu, Hao; Jia, Suling - In: International journal of forecasting 38 (2022) 1, pp. 367-383

Persistent link: https://www.econbiz.de/10013347812

A hybrid of Box-Jenkins ARIMA model and Neural Networks for forecasting South African crude oil prices

Tsoku, Johannes Tshepiso; Metsileng, Daniel; Botlhoko, … - 2024

The current study aims to model the South African crude oil prices using the hybrid of Box-Jenkins autoregressive integrated moving average (ARIMA) and Neural Networks (NNs). This study introduces a hybrid approach to forecasting methods aimed at resolving the issues of lack of precision in...

Persistent link: https://www.econbiz.de/10015337777