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Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model
16 references·2 citing·40 second hop
Analysis and forecasting of crude oil price based on the variable selection-LSTM integrated model (2021)Analysis and forecasting of crude oil pri…Forecasting tourist arrivals with machine learning and internet search index (2018)Forecasting tourist arrivals …A deep learning ensemble approach for crude oil price forecasting (2017)A deep learning ensemble appr…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Modelling oil price and exchange rate co-movements (2011)Modelling oil price and excha…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Understanding Crude Oil Prices (2008)Understanding Crude Oil PricesForecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …A Test for Superior Predictive Ability (2005)A Test for Superior Predictiv…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyDo We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Steel price index forecasts through machine learning for northwest China (2024)Steel price index forecasts t…A blending ensemble learning model for crude oil price forecasting (2024)A blending ensemble learning …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)The Economics of Exhaustible Resources (1931)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)What is an Oil Shock? (2000)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Introductory Econometrics for Finance (2008)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil prices, US stock return, and the dependence between their quantiles (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)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)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)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)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2008Understanding Crude Oil Prices1,270 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 2009Causes and Consequences of the Oil Shock of 2007-081,006 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative551 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting383 cited
  • 2018Forecasting tourist arrivals with machine learning and internet search index381 cited

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  • 2011Modelling oil price and exchange rate co-movements378 cited
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    • 2024A blending ensemble learning model for crude oil price forecasting48 cited
    • 2024Steel price index forecasts through machine learning for northwest China39 cited