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Luo, Zhaojie [Author]; Cai, Xiaojing [Author]; Tanaka, Katsuyuki [Author]; Takiguchi, Tetsuya [Author]; Kinkyo, Takuji [Author]; Hamori, Shigeyuki [Author]

Can we forecast daily oil futures prices? Experimental evidence from convolutional neural networks

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Basel: MDPI, 2019
Luo, Jiawen [Author]; Ji, Qiang [Author]; Klein, Tony [Author]; Walther, Thomas [Author]

Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning

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[S.l.]: SSRN, [2021]

Published in: QMS Research Paper 2021/04
Qadan, Mahmoud [Author]; Cohen, Gil [Author]

Uncertainty about interest rates and crude oil prices

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2024

Published in: Financial innovation ; 10(2024), Artikel-ID 9, Seite 1-14
Luo, Jiawen [Author]; Klein, Tony [Author]; Walther, Thomas [Author]; Ji, Qiang [Author]

Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning

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Belfast: Queen's University Belfast, Queen's Management School, 2021
Zhang, Yaojie [Author]; Wang, Yudong [Author]; Ma, Feng [Author]; Wei, Yu [Author]

To jump or not to jump : momentum of jumps in crude oil price volatility prediction

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2022

Published in: Financial innovation ; 8(2022), Artikel-ID 56, Seite 1-31
Baumeister, Christiane [Author]; Kilian, Lutz [Author]

A general approach to recovering market expectations from futures prices with an application to crude oil

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Frankfurt, Main: Center for Financial Studies, 2014

Published in: Center for Financial Studies: CFS working paper series ; 2014466
Baruník, Jozef [Author]; Malinská, Barbora [Author]

Forecasting the term structure of crude oil futures prices with neural networks

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Prague: Charles University in Prague, Institute of Economic Studies (IES), 2015
Marzo, Massimiliano [Other]; Zagaglia, Paolo [Other]

Volatility forecasting for crude oil futures

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Bologna: Univ. degli Studi, Dipartimento di Scienze Economiche, [July] 2007

Published in: Università di Bologna: Quaderni - working paper DSE ; 598
Knetsch, Thomas A. [Author]

Forecasting the price of crude oil via convenience yield predictions

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Frankfurt a. M.: Deutsche Bundesbank, 2006
Moshiri, Saeed [Author] ; Foroutan, Faezeh [Other]

Forecasting Nonlinear Crude Oil Future Prices

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[S.l.]: SSRN, [2013]
Kumar, Manmohan [Author]

Forecasting Accuracy of Crude Oil Futures Prices

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[S.l.]: SSRN, [2006]

Published in: IMF Working Paper ; No. 91/93
Kumar, Manmohan S. [Author] ; Kumar, Manmohan S. [Other]

Forecasting Accuracy of Crude Oil Futures Prices

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Washington, D.C: International Monetary Fund, 1991 ; Online-Ausg.

Published in: Internationaler Währungsfonds: IMF working papers ; 9100
Baruník, Jozef [Author] ; Malinská, Barbora [Other]

Forecasting the Term Structure of Crude Oil Futures Prices with Neural Networks

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[S.l.]: SSRN, [2015]
Jiang, He [Author]; hu, weiqiang [Author]; Dong, Yao [Author]

Forecasting Crude Oil Future Prices from a Sentiment Analysis of Combined News Headlines : A Decomposition-Ensemble Based Deep Learning Approach

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[S.l.]: SSRN, [2022]
Moshiri, Saeed; Foroutan, Faezeh

Forecasting Nonlinear Crude Oil Futures Prices

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SAGE Publications, 2006

Published in: The Energy Journal, 27 (2006) 4, Seite 81-96
Kumar, Manmohan

Forecasting Accuracy of Crude Oil Futures Prices

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Elsevier BV, 1991

Published in: SSRN Electronic Journal (1991)
Kumar, Manmohan S.

Forecasting Accuracy of Crude Oil Futures Prices

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International Monetary Fund (IMF), 1991

Published in: IMF Working Papers, 91 (1991) 93, Seite 1
Yang, Qian; He, Kaijian; Zheng, Linyuan; Wu, Chiwai; Yu, Yi; Zou, Yingchao

Forecasting crude oil futures prices using Extreme Gradient Boosting

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Elsevier BV, 2023

Published in: Procedia Computer Science, 221 (2023), Seite 920-926
Kumar, Manmohan S.

The Forecasting Accuracy of Crude Oil Futures Prices

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Springer Science and Business Media LLC, 1992

Published in: Staff Papers - International Monetary Fund, 39 (1992) 2, Seite 432
Luo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang

Forecasting realized volatility of crude oil futures prices based on machine learning

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Wiley, 2024

Published in: Journal of Forecasting, 43 (2024) 5, Seite 1422-1446

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