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Wavelet-based prediction of oil prices
3 references·16 citing·55 second hop
Wavelet-based prediction of oil prices (2005)Wavelet-based prediction of oil pricesSystematic risk and timescales (2003)Systematic risk and timescalesAn Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator (2001)Estimating the Fractional Ord…Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices (2020)Optimal forecast combination …Understanding real estate price dynamics: The case of housing prices in five major cities of China✰ (2018)Understanding real estate pri…Global crude oil price prediction and synchronization based accuracy evaluation using random wavelet neural network (2018)Global crude oil price predic…Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? 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this work references cited by second hop

References

  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 2003Systematic risk and timescales194 cited
  • 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator89 cited

Cited by

  • 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
  • 2012A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting157 cited
  • 2012Crude oil price analysis and forecasting using wavelet decomposed ensemble model146 cited
  • 2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?116 cited
  • 2020Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices112 cited
  • 2012Cross dynamics of oil-stock interactions: A redundant wavelet analysis103 cited
  • 2016Do oil price asymmetric effects on the stock market persist in multiple time horizons?101 cited
  • 2011Efficient estimation of Markov regime-switching models: An application to electricity spot prices95 cited
  • 2018Global crude oil price prediction and synchronization based accuracy evaluation using random wavelet neural network92 cited
  • 2012De-noising option prices with the wavelet method86 cited

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  • 2006A generalized pattern matching approach for multi-step prediction of crude oil price86 cited
  • 2012The multiscale causal dynamics of foreign exchange markets82 cited
  • 2012Prediction of movement direction in crude oil prices based on semi-supervised learning78 cited
  • 2015Do oil spot and futures prices move together?76 cited
  • 2015Identifying the multiscale impacts of crude oil price shocks on the stock market in China at the sector level72 cited
  • 2018Understanding real estate price dynamics: The case of housing prices in five major cities of China✰68 cited