Oil prices and stock markets: A review of the theory and empirical evidence

S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

The economic and financial properties of crude oil: A review

K Lang, BR Auer - The North American Journal of Economics and Finance, 2020 - Elsevier
In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

A deep learning ensemble approach for crude oil price forecasting

Y Zhao, J Li, L Yu - Energy Economics, 2017 - Elsevier
As crude oil price is influenced by numerous factors, capturing its behavior precisely is quite
challenging, and thus leads to the difficulty of forecasting. In this study, a deep learning …

A survey on ensemble learning under the era of deep learning

Y Yang, H Lv, N Chen - Artificial Intelligence Review, 2023 - Springer
Due to the dominant position of deep learning (mostly deep neural networks) in various
artificial intelligence applications, recently, ensemble learning based on deep neural …

Forecasting the price of oil

R Alquist, L Kilian, RJ Vigfusson - Handbook of economic forecasting, 2013 - Elsevier
We address some of the key questions that arise in forecasting the price of crude oil. What
do applied forecasters need to know about the choice of sample period and about the …

The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market

L Wang, F Ma, T Niu, C Liang - Energy Economics, 2021 - Elsevier
This paper is the first to comprehensively investigate the causality between the crude oil
futures market and investor sentiment under extreme shocks. By dividing the data into …

Is there co-movement of agricultural commodities futures prices and crude oil?

V Natanelov, MJ Alam, AM McKenzie… - Energy Policy, 2011 - Elsevier
Even though significant attempts have appeared in literature, the current perception of co-
movement of commodity prices appear inadequate and static. In particular we focus on price …

Can investor attention predict oil prices?

L Han, Q Lv, L Yin - Energy Economics, 2017 - Elsevier
This paper sets out to investigate the predictive power of investor attention onto oil prices.
We firstly construct investor attention index by using the Google search volume index (SVI) …

A multi-granularity heterogeneous combination approach to crude oil price forecasting

J Wang, H Zhou, T Hong, X Li, S Wang - Energy Economics, 2020 - Elsevier
Crude oil price forecasting has attracted much attention due to its significance on
commodities market as well as nonlinear complexity in prediction task. Combining forecasts …

Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests

S Li, H Zhang, D Yuan - Energy Economics, 2019 - Elsevier
Using the Google search volume index (GSVI) to measure investor attention, this paper
investigates the relationships between investor attention and crude oil prices for the main …