Forecasting oil commodity spot price in a data-rich environment-Reference-Cited by-同舟云学术

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Forecasting oil commodity spot price in a data-rich environment

Published:2022-10-05 Issue: Volume: Page:
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Boubaker Sabri,Liu Zhenya,Zhang Yifan^ORCID

Funder

the Outstanding Innovative Talents Cultivation Funded Programs 2021 of Renmin University of China

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

https://link.springer.com/content/pdf/10.1007/s10479-022-05004-8.pdf

Reference45 articles.

1. Akhtaruzzaman, M., Boubaker, S., Chiah, M., & Zhong, A. (2021). Covid- 19 and oil price risk exposure. Finance Research Letters, 42, 101882.

2. Ameur, H.B., Ftiti, Z., and Louhichi, W., (2021). Revisiting the relationship between spot and futures markets: Evidence from commodity markets and nardl framework. Annals of Operations Research: 1–19 .

3. Bai, J. (2010). Common breaks in means and variances for panel data. Journal of Econometrics, 157(1), 78–92.

4. Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593–1636.

5. Barigozzi, M., Cho, H., & Fryzlewicz, P. (2018). Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206(1), 187–225.

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