SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The role of textual analysis in oil futures price forecasting based on machine learning approach
16 references·2 citing·43 second hop
The role of textual analysis in oil futures price forecasting based on machine learning approach (2022)The role of textual analysis in oil futur…The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)The Macroeconomic Effects of …Why Don't We Agree? Evidence from a Social Network of Investors (2019)Why Don't We Agree? Evidence …Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)Structural Interpretation of …ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module (2018)ModAugNet: A new forecasting …A novel cryptocurrency price trend forecasting model based on LightGBM (2018)A novel cryptocurrency price …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…Stock index forecasting based on a hybrid model (2011)Stock index forecasting based…The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010)The crude oil market and the …Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Event Studies in Economics and Finance (1997)Event Studies in Economics an…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Macroeconomics and Reality (1980)Macroeconomics and RealityTransformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices (2023)Transformer-based forecasting…A new hybrid deep learning model for monthly oil prices forecasting (2023)A new hybrid deep learning mo…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)US Monetary Policy and the Global Financial Cycle (2015)Oil price elasticities and oil price fluctuations (2018)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)A Review of ARIMA vs. Machine Learning Approaches for Time Series Forecasting in Data Driven Networks (2023)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor sentiment and stock returns: Some international evidence (2009)Global, local, and contagious investor sentiment (2011)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)In Search of Attention (2011)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)
this work references cited by second hop

References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2019Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks917 cited
  • 2018A novel cryptocurrency price trend forecasting model based on LightGBM518 cited
  • 2021The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements453 cited
  • 2010The crude oil market and the gold market: Evidence for cointegration, causality and price discovery405 cited
  • 2019Why Don't We Agree? Evidence from a Social Network of Investors392 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting383 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2011Stock index forecasting based on a hybrid model377 cited
  • 2018ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module373 cited
  • Cited by

    • 2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices42 cited
    • 2023A new hybrid deep learning model for monthly oil prices forecasting34 cited