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Daily Crude Oil Price Forecasting Using Hybridizing Wavelet and Artificial Neural Network Model
16 references·4 citing·43 second hop
Daily Crude Oil Price Forecasting Using Hybridizing Wavelet and Artificial Neural Network Model (2014)Daily Crude Oil Price Forecasting Using H…Financial forecasting using ANFIS networks with Quantum-behaved Particle Swarm Optimization (2014)Financial forecasting using A…Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012)Crude oil price analysis and …Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models (2010)International evidence on cru…A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)A novel hybridization of arti…Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models (2008)Volatility in crude oil futur…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…Modeling and forecasting petroleum futures volatility (2006)Modeling and forecasting petr…A New Method for Crude Oil Price Forecasting Based on Support Vector Machines (2006)A New Method for Crude Oil Pr…Wavelet-based prediction of oil prices (2005)Wavelet-based prediction of o…A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL (2004)A COMPARISON OF VAR AND NEURA…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyAn Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)An Introduction to Wavelets a…A semiparametric approach to short-term oil price forecasting (2001)A semiparametric approach to …Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA novel crude oil prices forecasting model based on secondary decomposition (2022)A novel crude oil prices fore…Predicting the Price of Crude Oil and its Fluctuations Using Computational Econometrics: Deep Learning, LSTM, and Convolutional Neural Networks (2021)Predicting the Price of Crude…Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods (2019)Is it possible to accurately …Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach (2015)Selecting dynamic moving aver…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Time Series Analysis Forecasting and Control. (1971)Time series prediction: Forecasting the future and understanding the past (1994)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Designing a neural network for forecasting financial and economic time series (1996)Wavelet-based evidence of the impact of oil prices on stock returns (2013)A novel hybrid method for crude oil price forecasting (2015)Improved EEMD-based crude oil price forecasting using LSTM networks (2018)Time Series Analysis: Forecasting and Control (1977)Time series forecasting using a hybrid ARIMA and neural network model (2003)A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data (2014)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)An optimized model using LSTM network for demand forecasting (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Carbon futures and macroeconomic risk factors: A view from the EU ETS (2009)Crude oil and stock markets: Stability, instability, and bubbles (2009)Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis (2011)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Modelling oil price and exchange rate co-movements (2011)Measuring contagion between energy market and stock market during financial crisis: A copula approach (2012)Is gold a hedge or safe haven against oil price movements? (2013)Option pricing when underlying stock returns are discontinuous (1976)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)Forecasting oil price realized volatility using information channels from other asset classes (2017)Geopolitical risk and oil volatility: A new insight (2019)International comovement of stock market returns: A wavelet analysis (2009)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Does Bitcoin hedge global uncertainty? 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References

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  • 2010A novel hybridization of artificial neural networks and ARIMA models for time series forecasting825 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2006Modeling and forecasting petroleum futures volatility479 cited
  • 2010International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models346 cited
  • 2008Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models304 cited
  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling282 cited
  • 2006A New Method for Crude Oil Price Forecasting Based on Support Vector Machines258 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 2014Financial forecasting using ANFIS networks with Quantum-behaved Particle Swarm Optimization202 cited
  • 2005Wavelet-based prediction of oil prices165 cited
  • 2012

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Crude oil price analysis and forecasting using wavelet decomposed ensemble model
146 cited
  • 2004A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL133 cited
  • Cited by

    • 2022A novel crude oil prices forecasting model based on secondary decomposition41 cited
    • 2015Selecting dynamic moving average trading rules in the crude oil futures market using a genetic approach37 cited
    • 2021Predicting the Price of Crude Oil and its Fluctuations Using Computational Econometrics: Deep Learning, LSTM, and Convolutional Neural Networks32 cited
    • 2019Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods31 cited