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Forecasting interval-valued returns of crude oil : a novel kernel-based approach

Yang, Kun; Xu, Xueqing; Wei, Yunjie; Wang, Shouyang - In: Journal of forecasting 43 (2024) 8, pp. 2937-2953

Persistent link: https://www.econbiz.de/10015110584

Effective crude oil prediction using CHS-EMD decomposition and PS-RNN model

Usha Ruby, A.; Chaithanya, B. N.; Patil, Renuka - In: Computational economics 64 (2024) 2, pp. 1295-1314

Persistent link: https://www.econbiz.de/10015078090

Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market

Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271

Persistent link: https://www.econbiz.de/10010259451

Essays in statistical estimation and a stochastic application to financial markets

Huang, Jing - 2018

Persistent link: https://www.econbiz.de/10012183865

Forecasting the energy commodities : an evidence of ARIMA and intervention analysis

Yadav, Miklesh Prasad; Sehgal, Vandana; Ratra, Deepali; … - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 443-457

Persistent link: https://www.econbiz.de/10015066071

Brent crude oil spot and futures prices : structural break insights

Zavadska, Miroslava; Morales, Lucía; Coughlan, Joseph - In: The journal of energy markets 12 (2019) 4, pp. 31-52

Persistent link: https://www.econbiz.de/10012589651

Modelling nonlinearities in cointegration relationships

Schweikert, Karsten - 2017

Persistent link: https://www.econbiz.de/10012795244

Are the crude oil markets really becoming more efficient over time? : some new evidence

Krištoufek, Ladislav - 2018

We replicate the study of Tabak & Cajueiro (2007): "Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility" published in Energy Economics 29, pp. 28-36. The results have been mostly confirmed. Specifically, we have...

Persistent link: https://www.econbiz.de/10011809394

The effect of seasonal adjustment on the accuracy of forecasting US West coast oil imports

Moosa, Imad A. (contributor); Ripple, Ronald D. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001491201

A time-series analysis of US petroleum industry inventory behavior

Krol, Robert - In: The energy journal 8 (1987) 4, pp. 65-78

Persistent link: https://www.econbiz.de/10001086321