Predicting daily oil prices: Linear and non-linear models

Author:

Dbouk Wassim,Jamali Ibrahim

Funder

American University of Beirut’s University Research Board

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference102 articles.

1. Forecasting the price of oil;Alquist,2013

2. The baltic dry index as a predictor of global stock returns, commodity returns, and global economic activity;Bakshi,2011

3. Real-time forecasts of the real price of oil;Baumeister;J. Bus. Econ. Stat.,2012

4. Forecasting the real price of oil in a changing world: a forecast combination approach;Baumeister;J. Bus. Econ. Stat.,2015

5. Do high-frequency financial data help forecast oil prices? The MIDAS touch at work;Baumeister;Int. J. Forecasting,2015

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