Econometric modelling for short-term oil price forecasting
Author:
Publisher
Wiley
Subject
General Energy,Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1753-0237.2010.00171.x/fullpdf
Reference22 articles.
1. Advertising and aggregate consumption: an analysis of causality;Ashley;Econometrica,1980
2. Risk premiums on inventory assets: the case of crude oil and natural gas;Considine;Journal of Futures Markets,2001
3. Modelling the world oil market assessment of a quarterly econometric model;Dées;Energy Policy,2007
4. Likelihood ratio statistics for autoregressive time series with a unit root;Dickey;Econometrica,1981
5. Econometric modelling for short-term inflation forecasting in the Euro Area;Espasa;Journal of Forecasting,2007
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Forecasting oil futures market volatility in a financialized world: Why speculative activities matter;The North American Journal of Economics and Finance;2020-11
2. The Impact of Speculation on Commodity Prices: A Meta-Granger Analysis;SSRN Electronic Journal;2019
3. Forecasting the Direction of Short-Term Crude Oil Price Changes with Genetic-Fuzzy Information Distribution;Mathematical Problems in Engineering;2018-12-05
4. Forecasting crude oil price with ensemble neural networks based on different feature subsets method;International Journal of Energy and Statistics;2015-06
5. A flexible neural network-fuzzy mathematical programming algorithm for improvement of oil price estimation and forecasting;Computers & Industrial Engineering;2012-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3