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Crude oil : does the futures price predict the spot price?

Chu, Pyung Kun; Hoff, Kristian; Molnár, Peter; Olsvik, … - In: Research in international business and finance 60 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013412457

Do crude oil, gold and the US dollar contribute to Bitcoin investment decisions? : an ANN-DCC-GARCH approach

Liu, Yadong; Nathee Naktnasukanjn; Tamprasirt, Anukul; … - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 2-18

generalized autoregressive conditional heteroscedasticity (DCC-GARCH) model with the artificial neural network (ANN). The DCC …-GARCH model offers significant input information, including dynamic correlation and volatility, to the ANN. To analyze the data …, the ANN-DCC-GARCH model had a cumulative return of 318% before the outbreak of the COVID-19 pandemic and can decrease loss …

Persistent link: https://www.econbiz.de/10014496996

Chapter 8. Forecasting the Price of Oil

Alquist, Ron; Kilian, Lutz; Vigfusson, Robert J. - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 427-507). 2013

We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications? Are real and nominal oil prices predictable...

Persistent link: https://www.econbiz.de/10014025541