Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method
By Xun Zhang, Lean Yu, Shouyang Wang, Kin Keung Lai. 2009
245 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/0a72c1323f77b4551373f145217bb7623b6e366f
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In Economics and Econometrics
In Management Science and Operations Research
Citations in the corpus
- A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting (2015, background): “On the other hand, as a special energy resource, crude oil price is strongly influenced by some exogenous factors, such as irregular events [2], global economic status [3], speculation activities [4], and political and social attitudes [5], whose effects on crude oil market are sometimes hard to qua”
- Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models (2016, methodology): “Zhang et al. (2009) analyzed the impacts of the Gulf war and the Iraq war on oil price fluctuations using an Empirical Mode Decomposition (EMD) model.”