On the predictability of crude oil market: A hybrid multiscale wavelet approach-Reference-Cited by-同舟云学术

On the predictability of crude oil market: A hybrid multiscale wavelet approach

Published:2020-01-22 Issue:4 Volume:39 Page:599-614
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Bekiros Stelios¹^ORCID,Arreola Hernandez Jose²^ORCID,Salah Uddin Gazi³,Muzaffar Ahmed Taneem⁴

Affiliation:

1. Department of Economics European University Institute (EUI) Florence Italy

2. Department of Accounting and Finance, Rennes School of Business Rennes France

3. Department of Management and Engineering Linköping University Linköping Sweden

4. Social Protection Department, International Labour Organization Geneva Switzerland

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2635

Reference42 articles.

1. Modeling and forecasting exchange rate volatility in time-frequency domain

2. The multiscale causal dynamics of foreign exchange markets

3. Money supply and inflation dynamics in the Asia–Pacific economies: A time‐frequency approach;Bekiros S.;Studies in Nonlinear Dynamics and Econometrics,2017

4. Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach

Cited by 11 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. Navigating the Dynamics of Brent Crude Oil Prices: Factors, Trends, and Insights;Acta Montanistica Slovaca;2024-07-15

2. Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach;Journal of Forecasting;2024-06-04

3. A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting;The North American Journal of Economics and Finance;2024-01

4. Commodity price volatility, risk exposure and development of financial institutions;International Journal of Emerging Markets;2023-03-14

5. Is entropy an indicator of port traffic predictability? The evidence from Chinese ports;Physica A: Statistical Mechanics and its Applications;2023-02