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Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models
16 references·4 citing·40 second hop
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  • 2022Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets56 cited
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  • 2023Crude oil price prediction using deep reinforcement learning38 cited
  • 2022Forecasting volatility of EUA futures: New evidence27 cited