Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach

By Hanan Naser. 2016

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/8871f347a8a5dd89f75decbfbc5182c2e22666ae

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

1. M. Wahab
2. Jing Liu
3. Yu Wei
4. Feng Maa
5. Feng Ma

In Renewable Energy, Sustainability and the Environment

1. Yu Wei
2. M. Wahab
3. Jing Liu
4. Feng Maa

Citations in the corpus

• A Survey on ensemble learning under the era of deep learning (2021, background): “Referring to (Zagaglia 2010; Naser 2016), 198 factors, including price, flow, stock macroeconomic and financial series, were selected as exogenous variables for training.”
• Forecasting the realized range-based volatility using dynamic model averaging approach (2017, background): “Consequently, DMA is widely implemented to forecast inflation, gold price, oil price, and combine the forecasts (Koop and Korobilis, 2012; Aye et al., 2015; Naser, 2016; Wang et al., 2016).”