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Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM
16 references·8 citing·33 second hop
Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM (2020)Analyzing Crude Oil Prices under the Impa…Text-based crude oil price forecasting: A deep learning approach (2018)Text-based crude oil price fo…Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Forecasting the volatility of…A deep learning ensemble approach for crude oil price forecasting (2017)A deep learning ensemble appr…Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)Estimating the impact of extr…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A New Method for Crude Oil Price Forecasting Based on Support Vector Machines (2006)A New Method for Crude Oil Pr…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyCharacterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-19 (2023)Financial Volatility Modeling…Capturing the Effect of the COVID-19 Pandemic Outbreak on the Financial Performance Disparities in the Energy Sector: A Hybrid MCDM-Based Evaluation Approach (2023)Capturing the Effect of the C…Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets (2022)Deep learning framework for p…On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era (2021)On the Relationship between O…Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–2008 (2021)Oil prices volatility and eco…From volatility spillover to risk spread: An empirical study focuses on renewable energy markets (2021)From volatility spillover to …Chaotic behavior in gold, silver, copper and bitcoin prices (2021)Chaotic behavior in gold, sil…Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression (2020)Forecasting Volatility of Ene…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Do recessions permanently change output? 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(2015)Econometric Analysis of Cross Section and Panel Data (2001)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Analysis of Financial Time Series (2006)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)Forecasting stock prices with long-short term memory neural network based on attention mechanism (2020)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

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  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1994Comparing Predictive Accuracy5,495 cited
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  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
  • 1999Volatility in Emerging Stock Markets735 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting383 cited
  • 2018Text-based crude oil price forecasting: A deep learning approach305 cited
  • 2006

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A New Method for Crude Oil Price Forecasting Based on Support Vector Machines
258 cited
  • 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
  • Cited by

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    • 2021Oil prices volatility and economic performance during COVID-19 and financial crises of 2007–200888 cited
    • 2022Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets56 cited
    • 2021From volatility spillover to risk spread: An empirical study focuses on renewable energy markets44 cited
    • 2023Capturing the Effect of the COVID-19 Pandemic Outbreak on the Financial Performance Disparities in the Energy Sector: A Hybrid MCDM-Based Evaluation Approach36 cited
    • 2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression36 cited
    • 2023Financial Volatility Modeling with the GARCH-MIDAS-LSTM Approach: The Effects of Economic Expectations, Geopolitical Risks and Industrial Production during COVID-1930 cited
    • 2021Chaotic behavior in gold, silver, copper and bitcoin prices27 cited