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Using four different online media sources to forecast the crude oil price
16 references·7 citing·46 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2009Users of the world, unite! The challenges and opportunities of Social Media17,866 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2016A formal definition of Big Data based on its essential features931 cited
  • 2011Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”643 cited
  • 2013Tweets and Trades: the Information Content of Stock Microblogs561 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
  • 2013Whose and what chatter matters? The effect of tweets on movie sales367 cited
  • 2002World crude oil and natural gas: a demand and supply model350 cited
  • 2010

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International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
346 cited
  • 2014Sourcing the Arab Spring: A Case Study of Andy Carvin's Sources on Twitter During the Tunisian and Egyptian Revolutions344 cited
  • Cited by

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    • 2019Social media prediction: a literature review82 cited
    • 2023Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM76 cited
    • 2019A multi-scale method for forecasting oil price with multi-factor search engine data75 cited
    • 2018Demand forecasting with user-generated online information71 cited
    • 2023Crude oil price forecasting with machine learning and Google search data: An accuracy comparison of single-model versus multiple-model45 cited
    • 2021Forecasting Crude Oil Price Using Event Extraction41 cited