Crude oil price analysis and forecasting using wavelet decomposed ensemble model
By Kaijian He, Lean Yu, Kin Keung Lai. 2012
150 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/558e595296fe9d22673f8770190e7e38a598c6f2
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Sang Hoon Kang
- Ling Tang
- Zishu Wang
- Seong‐Min Yoon
- Aviral Kumar Tiwari
- Claudiu Tiberiu Albulescu
- Jingjing Li
- Shuai Wang
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”
- Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach (2015, background): “, short-termmarket fluctuations, significant breaks with medium-term effects, and long-term trend (Zhang et al., 2008; Yu et al., 2008; He et al., 2012; Zhu, 2012; Zhu et al., 2015; Yu et al., 2014).”
- Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019, background): “Du et al. (2011); i and Fan (2012), and Wang et al. (2014), inter alia, investigated the role of oil prices n the recent food crisis from 2006 to mid-2008. ttps://doi.org/10.1016/j.eneco.2019.104543 140-9883/© 2019 Elsevier B.V.”