Modeling and Forecasting Commodity Futures Prices: Decomposition Approach-Reference-Cited by-同舟云学术

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Modeling and Forecasting Commodity Futures Prices: Decomposition Approach

Published:2022 Issue: Volume:10 Page:27484-27503
ISSN:2169-3536
Container-title:IEEE Access
language:
Short-container-title:IEEE Access

Author:

Antwi Emmanuel¹^ORCID,Gyamfi Emmanuel Numapau²^ORCID,Kyei Kwabena A.¹,Gill Ryan³,Adam Anokye Mohammed⁴^ORCID

Affiliation:

1. Department of Statistics, University of Venda, Thohoyandou, South Africa

2. Department of Finance and Accounting, Ghana Institute of Management and Public Administration, Accra, Ghana

3. Department of Mathematics, University of Louisville, Louisville, KY, USA

4. Department of Finance, University of Cape Coast, Cape Coast, Ghana

Funder

University of Venda

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science

Link

http://xplorestaging.ieee.org/ielx7/6287639/9668973/09716135.pdf?arnumber=9716135

Reference64 articles.

1. Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models

2. Risk spillover effects from global crude oil market to China’s commodity sectors

3. Forecasting the Volatility of Electricity Prices by Robust Estimation: An Application to the Italian Market

4. Using multi-output feedforward neural network with empirical mode decomposition based signal filtering for electricity demand forecasting

5. A combination method for interval forecasting of agricultural commodity futures prices

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5. A Novel Approach for Reconstruction of IMFs of Decomposition and Ensemble Model for Forecasting of Crude Oil Prices;IEEE Access;2024

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