How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model-Reference-Cited by-同舟云学术

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How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model

Published:2022-01-31 Issue:1 Volume:29 Page:41-51
ISSN:2287-7843
Container-title:Communications for Statistical Applications and Methods
language:en
Short-container-title:Communications for Statistical Applications and Methods

Author:

Choi Ji-Eun¹,Shin Dong Wan²

Affiliation:

1. Department of Statistics, Pukyong National University

2. Department of Statistics, Ewha Womans University

Funder

National Research Foundation of Korea

Pukyong National University

Publisher

Communications for Statistical Applications and Methods

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modeling and Simulation,Statistics and Probability

Link

http://pdf.medrang.co.kr/CSAM/2022/029/CSAM029-01-41.pdf

Reference23 articles.

1. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

2. Google Trends and the forecasting performance of exchange rate models

3. Nowcasting with Google Trends in an Emerging Market

4. Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

5. An integrated heteroscedastic autoregressive model for forecasting realized volatilities

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