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Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm
16 references·16 citing·43 second hopsampled
Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm (2021)Multi-step-ahead crude oil price forecast…A carbon price prediction model based on secondary decomposition algorithm and optimized back propagation neural network (2019)A carbon price prediction mod…Improved EEMD-based crude oil price forecasting using LSTM networks (2018)Improved EEMD-based crude oil…Analysis and forecasting of the carbon price using multi—resolution singular value decomposition and extreme learning machine optimized by adaptive whale optimization algorithm (2018)Analysis and forecasting of t…A variational mode decompoisition approach for analysis and forecasting of economic and financial time series (2016)A variational mode decompoisi…A novel hybrid method for crude oil price forecasting (2015)A novel hybrid method for cru…A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting (2015)A novel decomposition ensembl…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Revisiting the Resource Curse: Natural Disasters, the Price of Oil, and Democracy (2011)Revisiting the Resource Curse…Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling (2011)Crude oil price forecasting: …The role of market fundamentals and speculation in recent price changes for crude oil (2010)The role of market fundamenta…International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models (2010)International evidence on cru…Forecasting crude oil market volatility: Further evidence using GARCH-class models (2010)Forecasting crude oil market …Oil price fluctuations and U.S. dollar exchange rates (2009)Oil price fluctuations and U.…Modeling and forecasting crude oil markets using ARCH-type models (2009)Modeling and forecasting crud…Forecasting volatility of crude oil markets (2008)Forecasting volatility of cru…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A novel crude oil price forecasting model using decomposition and deep learning networks (2024)A novel crude oil price forec…A combined model using secondary decomposition for crude oil futures price and volatility forecasting: Analysis based on comparison and ablation experiments (2024)A combined model using second…Novel deterministic and probabilistic forecasting methods for crude oil price employing optimized deep learning, statistical and hybrid models (2023)Novel deterministic and proba…Crude Oil Price Time Series Forecasting: A Novel Approach Based on Variational Mode Decomposition, Time-Series Imaging, and Deep Learning (2023)Crude Oil Price Time Series F…Crude oil price prediction using deep reinforcement learning (2023)Crude oil price prediction us…A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting (2023)A novel hybrid model with two…A novel hybrid model based on deep learning and error correction for crude oil futures prices forecast (2023)A novel hybrid model based on…A Bibliometric Analysis on the Applications of Artificial Intelligence in Petroleum Engineering (2023)A Bibliometric Analysis on th…Interval prediction approach to crude oil price based on three-way clustering and decomposition ensemble learning (2022)Interval prediction approach …Effective machine learning model combination based on selective ensemble strategy for time series forecasting (2022)Effective machine learning mo…Deterministic and uncertainty crude oil price forecasting based on outlier detection and modified multi-objective optimization algorithm (2022)Deterministic and uncertainty…Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets (2022)Deep learning framework for p…A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction (2022)A novel hybrid model integrat…A novel crude oil prices forecasting model based on secondary decomposition (2022)A novel crude oil prices fore…A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting (2022)A new secondary decomposition…A comparative online sales forecasting analysis: Data mining techniques (2022)A comparative online sales fo…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory (2013)Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Geopolitical risk and oil volatility: A new insight (2019)Modeling and forecasting petroleum futures volatility (2006)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Crude oil time series prediction model based on LSTM network with chaotic Henry gas solubility optimization (2021)Price forecasting through neural networks for crude oil, heating oil, and natural gas (2024)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Time series prediction: Forecasting the future and understanding the past (1994)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Comparing Predictive Accuracy (1994)On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness (2011)Return and volatility transmission between world oil prices and stock markets of the GCC countries (2011)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)Wavelet-based evidence of the impact of oil prices on stock returns (2013)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)An overview of current research on EU ETS: Evidence from its operating mechanism and economic effect (2010)Forecasting carbon futures volatility using GARCH models with energy volatilities (2013)Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression (2017)A hybrid framework for carbon trading price forecasting: The role of multiple influence factor (2020)A combination forecasting model based on hybrid interval multi-scale decomposition: Application to interval-valued carbon price forecasting (2021)Hybridization of hybrid structures for time series forecasting: a review (2022)Forecasting oil price realized volatility using information channels from other asset classes (2017)Measuring contagion between energy market and stock market during financial crisis: A copula approach (2012)Is gold a hedge or safe haven against oil price movements? 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References

  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2009Oil price fluctuations and U.S. dollar exchange rates457 cited
  • 2010Forecasting crude oil market volatility: Further evidence using GARCH-class models374 cited
  • 2008Forecasting volatility of crude oil markets367 cited
  • 2010International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models346 cited
  • 2011Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling282 cited
  • 2015A novel hybrid method for crude oil price forecasting272 cited
  • 2019A carbon price prediction model based on secondary decomposition algorithm and optimized back propagation neural network259 cited
  • 2009Modeling and forecasting crude oil markets using ARCH-type models222 cited
  • 2018Improved EEMD-based crude oil price forecasting using LSTM networks220 cited
  • 2016A variational mode decompoisition approach for analysis and forecasting of economic and financial time series214 cited
  • 2010The role of market fundamentals and speculation in recent price changes for crude oil209 cited
  • 2011Revisiting the Resource Curse: Natural Disasters, the Price of Oil, and Democracy

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204 cited
  • 2015A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting204 cited
  • 2018Analysis and forecasting of the carbon price using multi—resolution singular value decomposition and extreme learning machine optimized by adaptive whale optimization algorithm181 cited
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    • 2022Interval prediction approach to crude oil price based on three-way clustering and decomposition ensemble learning40 cited
    • 2023Crude oil price prediction using deep reinforcement learning38 cited
    • 2024A combined model using secondary decomposition for crude oil futures price and volatility forecasting: Analysis based on comparison and ablation experiments37 cited
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