Crude Oil Price Forecasting Techniques: A Comprehensive Review of Literature
作者： Niaz Bashiri Behmiri , José Ramos Pires Manso
DOI: 10.2139/SSRN.2275428
关键词: Qualitative research 、 Environmental economics 、 Economics 、 Financial economics 、 Crude oil
摘要: … The goal of this article is to review the existing literature on crude oil price forecasting. We categorized the existing forecasting techniques into the two main groups of quantitative and …
sci-hub.se 参考文章(88)
Sam Mirmirani, Hsi Cheng Li, A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL international conference on artificial intelligence. ,vol. 19, pp. 62- 67 ,(2004) , 10.1016/S0731-9053(04)19008-7
Robert S. Pindyck, The Long-Run Evolutions of Energy Prices The Energy Journal. ,vol. 20, pp. 1- 27 ,(1999) , 10.5547/ISSN0195-6574-EJ-VOL20-NO2-1
Sergey V. Chernenko, , Krista B. Schwarz, Jonathan H. Wright, The Information Content of Forward and Futures Prices : Market Expectations and the Price of Risk Social Science Research Network. ,vol. 2004, pp. 1- 27 ,(2004) , 10.17016/IFDP.2004.808
Wen Xie, Lean Yu, Shanying Xu, Shouyang Wang, None, A new method for crude oil price forecasting based on support vector machines international conference on computational science. pp. 444- 451 ,(2006) , 10.1007/11758549_63
A Markandya, G Frey, E Scarpa, M Manera, Econometric models for oil price forecasting: a critical survey CESIFO FORUM. ,vol. 1, pp. 29- 44 ,(2009)
Georges A. Darbellay, Marek Slama, Forecasting the short-term demand for electricity International Journal of Forecasting. ,vol. 16, pp. 71- 83 ,(2000) , 10.1016/S0169-2070(99)00045-X
Shouyang Wang, Lean Yu, Kin Keung Lai, None, A novel hybrid AI system framework for crude oil price forecasting CASDMKM'04 Proceedings of the 2004 Chinese academy of sciences conference on Data Mining and Knowledge Management. pp. 233- 242 ,(2004) , 10.1007/978-3-540-30537-8_26
M.A. Kaboudan, Compumetric forecasting of crude oil prices congress on evolutionary computation. ,vol. 1, pp. 283- 287 ,(2001) , 10.1109/CEC.2001.934402
Richard T. Baillie, Tim Bollerslev, Hans Ole Mikkelsen, Fractionally integrated generalized autoregressive conditional heteroskedasticity Journal of Econometrics. ,vol. 74, pp. 3- 30 ,(1996) , 10.1016/S0304-4076(95)01749-6
Faezeh Foroutan, Saeed Moshiri, Forecasting Nonlinear Crude Oil Future Prices Social Science Research Network. ,(2006)