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ArticleWavelet-based prediction of oil prices

Shahriar Yousefi2005

Article2005

Wavelet-based prediction of oil prices

Shahriar Yousefi · Ilona Weinreich · Dominik Reinarz

165 citations·0/0 files stored·Chaos Solitons & Fractals

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 2003Systematic risk and timescales 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

Cited by

2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method 2012A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting 2012Crude oil price analysis and forecasting using wavelet decomposed ensemble model 2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?2020Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis 2016Do oil price asymmetric effects on the stock market persist in multiple time horizons?2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices

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Details

Year2005

Typearticle

Published2005-02-03

VenueChaos Solitons & Fractals

ISSN-L0960-0779

Languageen

Citations165

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.chaos.2004.11.015

openalex_workW1999367385

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