SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey
16 references·3 citing·44 second hopsampled
Forecasting Crude Oil Price Using Artificial Neural Networks: A Literature Survey (2015)Forecasting Crude Oil Price Using Artific…The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)The Role of Speculation in Oi…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …Forecasting crude oil market volatility: Further evidence using GARCH-class models (2010)Forecasting crude oil market …Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models (2008)Volatility in crude oil futur…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesThe Economic Effects of Energy Price Shocks (2008)The Economic Effects of Energ…Forecasting volatility of crude oil markets (2008)Forecasting volatility of cru…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)The Macroeconomic Effects of …Modelling oil price volatility (2007)Modelling oil price volatilityModelling the world oil market: Assessment of a quarterly econometric model (2005)Modelling the world oil marke…Modeling and forecasting cointegrated relationships among heavy oil and product prices (2005)Modeling and forecasting coin…A monthly crude oil spot price forecasting model using relative inventories (2005)A monthly crude oil spot pric…The empirical role of the exchange rate on the crude-oil price formation (2004)The empirical role of the exc…A semiparametric approach to short-term oil price forecasting (2001)A semiparametric approach to …A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor (2024)A novel approach to Predict W…Forecasting Crude Oil Consumption in Poland Based on LSTM Recurrent Neural Network (2022)Forecasting Crude Oil Consump…An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter? (2021)An artificial neural network …Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A novel hybrid method for crude oil price forecasting (2015)Forecasting oil price realized volatility using information channels from other asset classes (2017)Geopolitical risk and oil volatility: A new insight (2019)Comparing Predictive Accuracy (1994)International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models (2010)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)Wavelet-based evidence of the impact of oil prices on stock returns (2013)Improved EEMD-based crude oil price forecasting using LSTM networks (2018)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Causes and Consequences of the Oil Shock of 2007-08 (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (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)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Speculators, commodities and cross-market linkages (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Index Investment and the Financialization of Commodities (2012)Quantifying the speculative component in the real price of oil: The role of global oil inventories (2013)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Oil Price Shocks: Causes and Consequences (2014)Oil and the Macroeconomy since World War II (1983)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)What do we learn from the price of crude oil futures? (2010)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Oil prices, exchange rates and emerging stock markets (2011)The role of energy in economic growth (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008The Economic Effects of Energy Price Shocks1,299 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2007The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s?866 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2013The Role of Speculation in Oil Markets: What Have We Learned So Far?491 cited
  • 2010Forecasting crude oil market volatility: Further evidence using GARCH-class models374 cited
  • 2008Forecasting volatility of crude oil markets367 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
  • 2007Modelling oil price volatility281 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 2005Modelling the world oil market: Assessment of a quarterly econometric model238 cited
  • 2005Modeling and forecasting cointegrated relationships among heavy oil and product prices172 cited
  • 2005

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

A monthly crude oil spot price forecasting model using relative inventories
150 cited
  • 2004The empirical role of the exchange rate on the crude-oil price formation142 cited
  • Cited by

    • 2024A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor29 cited
    • 2022Forecasting Crude Oil Consumption in Poland Based on LSTM Recurrent Neural Network28 cited
    • 2021An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?18 cited