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Multi-step-ahead crude oil price forecasting using a hybrid grey wave model
16 references·9 citing·38 second hop
Multi-step-ahead crude oil price forecasting using a hybrid grey wave model (2018)Multi-step-ahead crude oil price forecast…Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (2016)Modeling systemic risk and de…Analysis of Financial Time Series (2010)Analysis of Financial Time Se…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesSpillover effect of US dollar exchange rate on oil prices (2008)Spillover effect of US dollar…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A Simple Approximate Long-Memory Model of Realized Volatility (2008)A Simple Approximate Long-Mem…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Analysis of Financial Time Series (2006)Analysis of Financial Time Se…A New Method for Crude Oil Price Forecasting Based on Support Vector Machines (2006)A New Method for Crude Oil Pr…Grey Information: Theory and Practical Applications (2005)Grey Information: Theory and …Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyTesting the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models (2023)A New Approach for Forecastin…Prediction of crude oil prices in COVID-19 outbreak using real data (2022)Prediction of crude oil price…A novel crude oil prices forecasting model based on secondary decomposition (2022)A novel crude oil prices fore…Generalized fractional grey system models: The memory effects perspective (2021)Generalized fractional grey s…A memory-trait-driven decomposition–reconstruction–ensemble learning paradigm for oil price forecasting (2021)A memory-trait-driven decompo…Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market (2020)Daily Crude Oil Price Forecas…Crude oil price prediction based on LSTM network and GM (1,1) model (2020)Crude oil price prediction ba…Analysing and forecasting China containerized freight index with a hybrid decomposition–ensemble method based on EMD, grey wave and ARMA (2020)Analysing and forecasting Chi…Oil prices, armed conflict and government revenue in Nigeria (2018)Oil prices, armed conflict an…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
  • 2006Analysis of Financial Time Series2,348 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2010Analysis of Financial Time Series1,035 cited
  • 2005Grey Information: Theory and Practical Applications711 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2008Spillover effect of US dollar exchange rate on oil prices368 cited
  • 2016Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method348 cited

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  • 2006A New Method for Crude Oil Price Forecasting Based on Support Vector Machines258 cited
  • Cited by

    • 2023A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models51 cited
    • 2022A novel crude oil prices forecasting model based on secondary decomposition41 cited
    • 2020Analysing and forecasting China containerized freight index with a hybrid decomposition–ensemble method based on EMD, grey wave and ARMA36 cited
    • 2020Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market35 cited
    • 2021A memory-trait-driven decomposition–reconstruction–ensemble learning paradigm for oil price forecasting35 cited
    • 2022Prediction of crude oil prices in COVID-19 outbreak using real data33 cited
    • 2020Crude oil price prediction based on LSTM network and GM (1,1) model32 cited
    • 2021Generalized fractional grey system models: The memory effects perspective31 cited
    • 2018Oil prices, armed conflict and government revenue in Nigeria11 cited