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Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models
16 references·1 citing·42 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 2016Introduction to Time Series and Forecasting1,190 cited
  • 2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm705 cited
  • 2010International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models346 cited
  • 2012Measuring contagion between energy market and stock market during financial crisis: A copula approach273 cited
  • 2006A New Method for Crude Oil Price Forecasting Based on Support Vector Machines258 cited
  • 2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method253 cited
  • 2001A semiparametric approach to short-term oil price forecasting253 cited
  • 2011A nonparametric GARCH model of crude oil price return volatility183 cited
  • 2005Modeling and forecasting cointegrated relationships among heavy oil and product prices172 cited
  • 2020A new hybrid model for forecasting Brent crude oil price133 cited
  • 1998Efficiency in the crude oil futures market117 cited
  • 2022Neural Networks for Financial Time Series Forecasting95 cited
  • 2011Forecasting the differences between various commercial oil prices in the Persian Gulf region by neural network

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84 cited
  • 2010Machine learning approach for crude oil price prediction with Artificial Neural Networks-Quantitative (ANN-Q) model64 cited
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    • 2024Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models31 cited