Forecasting Short-Term Crude Oil Price Movements using Futures Market Dynamics-Reference-Cited by-同舟云学术

Forecasting Short-Term Crude Oil Price Movements using Futures Market Dynamics

Published:2022-01-14 Issue: Volume: Page:
ISSN:
Container-title:2022 13th International Conference on E-Education, E-Business, E-Management, and E-Learning (IC4E)
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Author:

Zhu Hanlin¹,Zhou Sicheng¹,Wang Mengyuan²

Affiliation:

1. University of California, Los Angeles, United States

2. University of California, Davis, United States

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3514262.3514335

Reference14 articles.

1. Daily prediction of short-term trends of crude oil prices using neural networks exploiting multimarket dynamics

2. Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models

3. Forecasting the term structure of crude oil futures prices with neural networks

4. Beidas-Strom S. and Benjamin Beckers 2015. "Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All? " IMF Working Papers 2015/251 International Monetary Fund. Beidas-Strom S. and Benjamin Beckers 2015. "Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All? " IMF Working Papers 2015/251 International Monetary Fund.

5. Silvapulle P Mossa I A. The relation between spot and futures prices: Evidence from the crude oil market. The Journal of Futures Markets 19 (2): 175–193 Silvapulle P Mossa I A. The relation between spot and futures prices: Evidence from the crude oil market. The Journal of Futures Markets 19 (2): 175–193

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