A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-022-07276-5.pdf
Reference64 articles.
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2. Bekiros SD, Diks CGH (2008) The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality. Energy Econ 30:2673–2685
3. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econom 31:307–327
4. Catania L, Proietti T (2020) Forecasting volatility with time-varying leverage and volatility of volatility effects. Int J Forecast. https://doi.org/10.1016/j.ijforecast.2020.01.003
5. Chang CL, Mcaleer M, Tansuchat R (2013) Conditional correlations and volatility spillovers between crude oil and stock index returns. North Am J Econ Finance 25:116–138
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