References

• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
• 2006Modeling and forecasting petroleum futures volatility479 cited
• 2018Text-based crude oil price forecasting: A deep learning approach305 cited
• 1999The relationship between spot and futures prices: Evidence from the crude oil market290 cited
• 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
• 2017Investor sentiment and the price of oil232 cited
• 2019Novel volatility forecasting using deep learning–Long Short Term Memory Recurrent Neural Networks208 cited
• 2019Oil financialization and volatility forecast: Evidence from multidimensional predictors154 cited
• 2011The influence of multiple goals on driving behavior: The case of safety, time saving, and fuel saving102 cited
• 2017Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models81 cited
• 2019Modeling and forecasting commodity market volatility with long‐term economic and financial variables81 cited

Cited by

No citing works inside the corpus for this window.