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Modeling and forecasting cointegrated relationships among heavy oil and product prices
4 references·16 citing·51 second hop
Modeling and forecasting cointegrated relationships among heavy oil and product prices (2005)Modeling and forecasting cointegrated rel…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Long-Run Economic Relationships (1991)Long-Run Economic Relationshi…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Relaxing Price Competition Through Product Differentiation (1982)Relaxing Price Competition Th…Forecasting the crude oil prices with an EMD-ISBM-FNN model (2022)Forecasting the crude oil pri…Financial modelling, risk management of energy instruments and the role of cryptocurrencies (2020)Financial modelling, risk man…Modes decomposition method in fusion with robust random vector functional link network for crude oil price forecasting (2019)Modes decomposition method in…The VEC-NAR model for short-term forecasting of oil prices (2018)The VEC-NAR model for short-t…A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting (2018)A randomized-algorithm-based …A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting (2018)A novel decompose-ensemble me…Detecting method for crude oil price fluctuation mechanism under different periodic time series (2017)Detecting method for crude oi…Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting (2017)Assessing Potentiality of Sup…ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS (2017)ARE PRODUCT SPREADS USEFUL FO…LSSVR ensemble learning with uncertain parameters for crude oil price forecasting (2016)LSSVR ensemble learning with …Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? 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References

  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1982Relaxing Price Competition Through Product Differentiation1,960 cited
  • 1991Long-Run Economic Relationships760 cited

Cited by

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  • 2014Return and volatility spillovers between china and world oil markets109 cited
  • 2020Financial modelling, risk management of energy instruments and the role of cryptocurrencies98 cited
  • 2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting95 cited
  • 2019Modes decomposition method in fusion with robust random vector functional link network for crude oil price forecasting94 cited
  • 2011Forecasting the differences between various commercial oil prices in the Persian Gulf region by neural network84 cited
  • 2013Physical Markets, Paper Markets and the WTI-Brent Spread83 cited
  • 2016LSSVR ensemble learning with uncertain parameters for crude oil price forecasting81 cited
  • 2018The VEC-NAR model for short-term forecasting of oil prices78 cited
  • 2012Prediction of movement direction in crude oil prices based on semi-supervised learning

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78 cited
  • 2017Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting77 cited
  • 2017ARE PRODUCT SPREADS USEFUL FOR FORECASTING OIL PRICES? AN EMPIRICAL EVALUATION OF THE VERLEGER HYPOTHESIS74 cited
  • 2022Forecasting the crude oil prices with an EMD-ISBM-FNN model73 cited
  • 2017Detecting method for crude oil price fluctuation mechanism under different periodic time series73 cited
  • 2018A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting66 cited
  • 2012A multiple adaptive wavelet recurrent neural network model to analyze crude oil prices66 cited