A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives-Reference-Cited by-同舟云学术

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A study of crude oil futures price volatility based on multi-dimensional data from event-driven and deep learning perspectives

Published:2023-10 Issue: Volume:146 Page:110548
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Wang Jun,Zhao Wenjin,Tsai Fu-Sheng^ORCID,Jin Hanlei,Tan Jinghua,Su Chao

Publisher

Elsevier BV

Subject

Software

Reference56 articles.

1. The strategic value of data resources in emergent industries;Mamonov;Int. J. Inf. Manage.,2018

2. Forecasting crude oil futures prices using global macroeconomic news sentiment;Sadik;IMA J. Manag. Math.,2019

3. Crude oil price volatility and domestic and foreign contagion effect (in Chinese);Boqiang;J. Financ. Res.,2012

4. Research on the impact of R & D investment on growth of listed petroleum and petrochemical companies (in Chinese);Zhihong;Sci. Res. Manage.,2020

5. Index-futures arbitrage and the behavior of stock index futures prices;Mackinlay;Rev. Financ. Stud.,2015

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Volatility Interval Prediction of Crude Oil Spot Prices: An Improved Hybrid Model;2024

2. Volatility Interval Prediction of Crude Oil Spot Prices: An Improved Hybrid Model;2024

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