Predicting the changes in the WTI crude oil price dynamics using machine learning models

H Guliyev, E Mustafayev - Resources Policy, 2022 - Elsevier
This study aims to use a monthly dataset from 1991 to 2021 to predict West Texas
Intermediate (WTI) oil price dynamics using US macroeconomic and financial factors, as well …

Using econometric and machine learning models to forecast crude oil prices: Insights from economic history

Z Xu, M Mohsin, K Ullah, X Ma - Resources Policy, 2023 - Elsevier
The volatility of the crude oil market and its effects on the global economy increased the
concerns of individual investors, states/governments, and corporations. Forecasting the …

[PDF][PDF] Oil price predictors: Machine learning approach

J An, A Mikhaylov, N Moiseev - … Journal of Energy Economics and Policy, 2019 - zbw.eu
The paper proposes a machine-learning approach to predict oil price. Market participants
can forecast prices using such factors as: US key rate, US dollar index, S and P500 index …

The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning

SB Jabeur, R Khalfaoui, WB Arfi - Journal of Environmental Management, 2021 - Elsevier
This study aims to predict oil prices during the 2019 novel coronavirus (COVID-19)
pandemic by looking into green energy resources, global environmental indexes (ESG), and …

Forecasting crude oil futures price using machine learning methods: Evidence from China

L Guo, X Huang, Y Li, H Li - Energy Economics, 2023 - Elsevier
Crude oil is an indispensable energy resource. With the establishment of the local crude oil
futures market in China, providing accurate forecasts for crude oil futures price is urgent. To …

A CEEMDAN and XGBOOST‐based approach to forecast crude oil prices

Y Zhou, T Li, J Shi, Z Qian - Complexity, 2019 - Wiley Online Library
Crude oil is one of the most important types of energy for the global economy, and hence it is
very attractive to understand the movement of crude oil prices. However, the sequences of …

Predicting the price of crude oil and its fluctuations using computational econometrics: deep learning, LSTM, and convolutional neural networks

RH Assaad, S Fayek - Econometric Research in Finance, 2021 - sciendo.com
There has been a renewed interest in accurately forecasting the price of crude oil and its
fluctuations. That said, this paper aims to study whether the price of crude oil in the United …

What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting

M Li, Z Cheng, W Lin, Y Wei, S Wang - Energy Economics, 2023 - Elsevier
Crude oil price series are nonlinear and highly volatile, making it difficult to obtain
satisfactory performance for traditional statistical-based forecasting methods. To improve …

A decomposition ensemble based deep learning approach for crude oil price forecasting

H Jiang, W Hu, L Xiao, Y Dong - Resources Policy, 2022 - Elsevier
As the price of crude oil has nonlinearity, instability, and randomness, capturing its behavior
precisely is significantly challenging and leads to difficulties in forecasting. This study …

An integrated model for crude oil forecasting: Causality assessment and technical efficiency

X Cheng, P Wu, SS Liao, X Wang - Energy Economics, 2023 - Elsevier
In light of the central role of crude oil in the economy and the complex mechanisms involved
in forecasting crude oil prices, this study proposes a two-stage model that optimally selects …