A monthly crude oil spot price forecasting model using relative inventories

By Michael M. Ye, J. Zyren, J. Shore. 2005

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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.”
Hidden Markov models with threshold effects and their applications to oil price forecasting (2016, methodology): “In [30, 31], a regression model was proposed to forecast West Texas Intermediate (WTI) price by considering the petroleum inventory level maintained by the Organization for Economic Cooperation and Development (OECD) countries.”
Crude oil price analysis and forecasting using wavelet decomposed ensemble model (2012, background): “[4] and Ye et al.”
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…”
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.”