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Forecasting the term structure of crude oil futures prices with neural networks
16 references·13 citing·40 second hop
Forecasting the term structure of crude oil futures prices with neural networks (2015)Forecasting the term structure of crude o…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…Do Speculators Drive Crude Oil Futures Prices? (2011)Do Speculators Drive Crude Oi…Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Value at Risk: Theory and Practice (2003)Value at Risk: Theory and Pra…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyThe Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Stochastic Behavior of Co…An evaluation of volatility forecasting techniques (1996)An evaluation of volatility f…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…The Economics of Exhaustible Resources (1931)The Economics of Exhaustible …Forecasting crude oil futures price using machine learning methods: Evidence from China (2023)Forecasting crude oil futures…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…A novel dynamic time-delay grey model of energy prices and its application in crude oil price forecasting (2022)A novel dynamic time-delay gr…A multi-granularity heterogeneous combination approach to crude oil price forecasting (2020)A multi-granularity heterogen…Pigeon-inspired optimization and extreme learning machine via wavelet packet analysis for predicting bulk commodity futures prices (2019)Pigeon-inspired optimization …Improving Adaptive Neuro-Fuzzy Inference System Based on a Modified Salp Swarm Algorithm Using Genetic Algorithm to Forecast Crude Oil Price (2019)Improving Adaptive Neuro-Fuzz…Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors (2019)Forecasting Daily Crude Oil P…Predictive analytics of crude oil prices by utilizing the intelligent model search engine (2018)Predictive analytics of crude…Multi-step-ahead crude oil price forecasting using a hybrid grey wave model (2018)Multi-step-ahead crude oil pr…A semi-heterogeneous approach to combining crude oil price forecasts (2018)A semi-heterogeneous approach…A novel method based on numerical fitting for oil price trend forecasting (2018)A novel method based on numer…Detecting method for crude oil price fluctuation mechanism under different periodic time series (2017)Detecting method for crude oi…Modelling electricity futures prices using seasonal path-dependent volatility (2016)Modelling electricity futures…Comparing Predictive Accuracy (1994)Testing the equality of prediction mean squared errors (1997)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)Tests of Conditional Predictive Ability (2006)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting: theory and practice (2022)The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)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)Financialization of Commodity Markets (2013)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)Oil and the Macroeconomy since World War II (1983)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Determinants of corporate borrowing (1977)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)What do we learn from the price of crude oil futures? (2010)The Fundamentals of Commodity Futures Returns (2012)Discretion versus policy rules in practice (1993)Sovereign default and debt renegotiation (2009)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)Explaining the Rate Spread on Corporate Bonds (2001)The U.S. Treasury yield curve: 1961 to the present (2007)Balanced-budget redistribution as the outcome of political competition (1987)Understanding Crude Oil Prices (2008)RCP4.5: a pathway for stabilization of radiative forcing by 2100 (2011)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning in the Chinese stock market (2021)
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References

  • 1931The Economics of Exhaustible Resources4,535 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 cited
  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 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
  • 1996An evaluation of volatility forecasting techniques479 cited
  • 2003Value at Risk: Theory and Practice325 cited
  • 2011Do Speculators Drive Crude Oil Futures Prices?317 cited
  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

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282 cited

Cited by

  • 2023Forecasting crude oil futures price using machine learning methods: Evidence from China84 cited
  • 2020A multi-granularity heterogeneous combination approach to crude oil price forecasting80 cited
  • 2017Detecting method for crude oil price fluctuation mechanism under different periodic time series73 cited
  • 2018A semi-heterogeneous approach to combining crude oil price forecasts71 cited
  • 2019Improving Adaptive Neuro-Fuzzy Inference System Based on a Modified Salp Swarm Algorithm Using Genetic Algorithm to Forecast Crude Oil Price62 cited
  • 2018A novel method based on numerical fitting for oil price trend forecasting60 cited
  • 2019Pigeon-inspired optimization and extreme learning machine via wavelet packet analysis for predicting bulk commodity futures prices57 cited
  • 2022A novel dynamic time-delay grey model of energy prices and its application in crude oil price forecasting54 cited
  • 2018Multi-step-ahead crude oil price forecasting using a hybrid grey wave model52 cited
  • 2023A New Approach for Forecasting Crude Oil Prices Based on Stochastic and Deterministic Influences of LMD Using ARIMA and LSTM Models51 cited
  • 2019Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors36 cited
  • 2018Predictive analytics of crude oil prices by utilizing the intelligent model search engine32 cited
  • 2016Modelling electricity futures prices using seasonal path-dependent volatility28 cited