Predictability of crude oil prices: An investor perspective-Reference-Cited by-同舟云学术

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Predictability of crude oil prices: An investor perspective

Published:2018-09 Issue: Volume:75 Page:193-205
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Liu Li,Wang Yudong,Yang Li

Funder

National Natural Science Foundation of China

Jiangsu Province

Australian Research Council

Fundamental Research Funds

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference99 articles.

1. Nowcasting GDP in real time: a density combination approach;Aastveit;J. Bus. Econ. Stat.,2014

2. What do we learn from the price of crude oil futures?;Alquist;J. Appl. Econ.,2010

3. Comparing density forecasts via weighted likelihood ratio tests;Amisano;J. Bus. Econ. Stat.,2007

4. Value and momentum everywhere;Asness;J. Financ.,2013

5. Stock return predictability and model uncertainty;Avramov;J. Financ. Econ.,2002

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1. Crude oil futures and the short-term price predictability of petroleum products;Energy;2024-10

2. Skew–Brownian processes for estimating the volatility of crude oil Brent;International Journal of Forecasting;2024-07

3. Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil;Energy Economics;2023-10

4. High-frequency forecasting of the crude oil futures price with multiple timeframe predictions fusion;Expert Systems with Applications;2023-05

5. Default return spread: A powerful predictor of crude oil price returns;Journal of Forecasting;2023-04-10

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