Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model-Reference-Cited by-同舟云学术

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Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model

Published:2020-04 Issue: Volume:543 Page:123532
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Lin Ling,Jiang Yong,Xiao Helu,Zhou Zhongbao

Funder

National Natural Science Foundation of China

Hunan Provincial Natural Science Foundation of China

Hunan Education Department of Foundation of China

Hunan Agricultural University Foundation of China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference71 articles.

1. Oil price shocks and their short-and long-term effects on the Chinese economy;Tang;Energy Econ.,2010

2. Oil price volatility and stock price fluctuations in an emerging market: evidence from South Korea;Masih;Energy Econ.,2011

3. Oil price shocks and stock market activity;Sadorsky;Energy Econ.,1999

4. Does China factor matter? An econometric analysis of international crude oil prices;Wu;Energy Policy,2014

5. A semiparametric approach to short-term oil price forecasting;Morana;Energy Econ.,2001

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