Forecasting crude oil prices : a scaled PCA approach
Year of publication: |
2021
|
---|---|
Authors: | He, Mengxi ; Zhang, Yaojie ; Wen, Danyan ; Wang, Yudong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 97.2021, p. 1-12
|
Subject: | Oil price predictability | Technical indicators | PCA | Supervised learning | Market timing | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | Ölmarkt | Oil market | Prognose | Forecast |
-
Forecasting the price of oil : a cautionary note
Conlon, Thomas, (2024)
-
Forecasting crude oil prices : a reduced-rank approach
Song, Yixuan, (2023)
-
Oil price dynamics forecasting : an indicator-pivoted paradigm
Chong, Mei-Teing, (2018)
- More ...
-
Forecasting realized volatility of Chinese stock market : A simple but efficient truncated approach
Wen, Danyan, (2021)
-
Forecasting Bitcoin volatility : A new insight from the threshold regression model
Zhang, Yaojie, (2021)
-
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan, (2022)
- More ...