Machine learning in energy economics and finance: A review

H Ghoddusi, GG Creamer, N Rafizadeh - Energy Economics, 2019 - Elsevier
Abstract Machine learning (ML) is generating new opportunities for innovative research in
energy economics and finance. We critically review the burgeoning literature dedicated to …

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 novel hybrid method for crude oil price forecasting

JL Zhang, YJ Zhang, L Zhang - Energy Economics, 2015 - Elsevier
Forecasting crude oil price is a challenging task. Given the nonlinear and time-varying
characteristics of international crude oil prices, we propose a novel hybrid method to …

Artificial intelligence methods for oil price forecasting: a review and evaluation

N Sehgal, KK Pandey - Energy Systems, 2015 - Springer
Artificial intelligent methods are being extensively used for oil price forecasting as an
alternate approach to conventional techniques. There has been a whole spectrum of …

Beyond one-step-ahead forecasting: evaluation of alternative multi-step-ahead forecasting models for crude oil prices

T Xiong, Y Bao, Z Hu - Energy Economics, 2013 - Elsevier
An accurate prediction of crude oil prices over long future horizons is challenging and of
great interest to governments, enterprises, and investors. This paper proposes a revised …

Oil price forecasting using gene expression programming and artificial neural networks

MM Mostafa, AA El-Masry - Economic Modelling, 2016 - Elsevier
This study aims to forecast oil prices using evolutionary techniques such as gene expression
programming (GEP) and artificial neural network (NN) models to predict oil prices over the …

Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model

L Lin, Y Jiang, H Xiao, Z Zhou - Physica A: Statistical Mechanics and its …, 2020 - Elsevier
This paper proposes a novel hybrid forecast model to forecast crude oil price on considering
the long memory, asymmetric, heavy-tail distribution, nonlinear and non-stationary …

Energy intensity and its components in Iran: Determinants and trends

Z Farajzadeh, MA Nematollahi - Energy Economics, 2018 - Elsevier
Iran energy intensity is among the highest in the world, which has been increasing during
the recent decades, originating from the channels related to the efficiency and structural …

Revisiting global economic activity and crude oil prices: A wavelet analysis

M Dong, CP Chang, Q Gong, Y Chu - Economic Modelling, 2019 - Elsevier
Based on the wavelet analysis approach, this paper firstly examines the dynamic
relationship between global economic activity (proxied by the Kilian economic index) and …

Do oil spot and futures prices move together?

CP Chang, CC Lee - Energy economics, 2015 - Elsevier
This paper investigates the time-varying correlation and the causal relationship between
crude oil spot and futures prices using a newly developed approach—wavelet coherency …