Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-023-09418-7.pdf
Reference34 articles.
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2. Bekiros, S. D., & Diks, C. G. H. (2008). The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality. Energy Economics, 30(5), 2673–2685. https://doi.org/10.1016/j.eneco.2008.03.006
3. Boubaker, H., & Raza, S. A. (2017). A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. Energy Economics. https://doi.org/10.1016/j.eneco.2017.01.026
4. Chen, Y., He, K., & Tso, G. K. F. (2017). Forecasting Crude Oil prices: A deep learning based Model. Procedia Computer Science, 122, 300–307. https://doi.org/10.1016/j.procs.2017.11.373
5. Dai, P. F., Xiong, X., Huynh, D., T. L., & Wang, J. (2022a). The impact of economic policy uncertainties on the volatility of european carbon market. Journal of Commodity Markets, 26, 100208. https://doi.org/10.1016/j.jcomm.2021.100208.
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