Forecasting oil prices: Smooth transition and neural network augmented GARCH family models

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Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM (2020, methodology): “Gonzalez Miranda and Burgess [43], Hamid and Iqbal [44], and Bildirici and Ersin [45] combined the neural network method with the GARCH model to predict oil prices.”