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 …
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 intelligent methods are being extensively used for oil price forecasting as an alternate approach to conventional techniques. There has been a whole spectrum of …
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 …
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 …
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 …
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 …
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 …
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 …