Forecasting short-run crude oil price using high- and low-inventory variables

By Michael M. Ye, J. Zyren, J. Shore. 2006

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Forecasting oil price trends using wavelets and hidden Markov models (2010, background): “In (Ye et al., 2002, 2005, 2006), for example, the authors suggest that the petroleum inventory levels maintained by OECD countries may be used to predict future crude oil prices.”
Determinants of Agricultural and Mineral Commodity Prices (2010, background): “Higher economic activity should have a positive 17 Ye et al (2002, 2005, 2006) emphasise the role of inventories in forecasting oil prices: Notice that, once we condition on the real interest rate (and convenience yield), inventories have…”
A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting (2015, background): “[30] for 1- to 3-month-ahead prediction, Jammazi and Aloui [31] for 2-, 3- and 4-month-ahead predictions, Xiong et al.”
Effects of speculation and interest rates in a “carry trade” model of commodity prices (2013, unknown): “We assume linearity in our estimation for simplicity, but allowing for non-linearity is a desirable extension 13 Ye et al (2002, 2005, 2006), for example, emphasise the role of inventories in forecasting oil prices.”