Forecasting oil price movements with crack spread futures

By Atilim Murat, Ekin Tokat. 2009

128 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fe8ef8e8577ccfbf40a5c7de415a48c82db04cc9

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. Stavros Degiannakis *
2. George Filis
3. Vipin Arora
4. Ruijin Du
5. Minggang Wang
6. H. Eugene Stanley
7. Lin Chen
8. Chao Wang

In Finance

1. George Filis
2. Stavros Degiannakis *
3. Vipin Arora
4. H. Eugene Stanley
5. R. Brooks
6. Ladislav Kristoufek

Citations in the corpus

• Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “E.g. Alquist and Kilian (2010), Murat and Tokat (2009), Coppola (2008), Knetsch (2007).”
• A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting (2015, unknown): “The RW, one basic time series model, can also be employed as a benchmark model to forecast oil price movements [9].”
• A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms (2018, methodology): “Murat et al. [8] proposed a vector error correction model (VECM) to forecast oil price movements and crack spread futures.”