Cited By
2025International Journal of Forecasting: Vol. 41, Issue 2Skew–Brownian processes for estimating the volatility of crude oil BrentMichele Bufalo, Brunero Liseo, Giuseppe Orlandohttp://dx.doi.org/10.1596/1813-9450-10611
2025International Journal of ForecastingCarpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?Amor Aniss Benmoussa, Reinhard Ellwanger, Stephen Snuddenhttp://dx.doi.org/10.1016/j.ijforecast.2024.06.009
2024Applied Economics: Vol. 56, Issue 10An ARDL approach to study the cointegration relations between the Shanghai crude oil futures and global marketsHongxia Wang, Shushu Qiu, Jianli Wang, Ho Yin Yickhttp://dx.doi.org/10.1016/j.ijforecast.2025.02.009
2024Results in Engineering: Vol. 24Analyzing the dynamics between crude oil spot prices and futures prices by maturity terms: Deep learning approaches to futures-based forecastingJeonghoe Lee, Bingjiang Xiahttp://dx.doi.org/10.1016/j.rineng.2024.103086
2024Journal of Commodity Markets: Vol. 33Forecasting the price of oil: A cautionary noteThomas Conlon, John Cotter, Emmanuel Eyiah-Donkorhttp://dx.doi.org/10.1080/00036846.2023.2175774
2023Agriculture: Vol. 13, Issue 9Do Futures Prices Help Forecast Spot Prices? Evidence from China’s New Live Hog FuturesTao Xiong, Miao Li, Jia Caohttp://dx.doi.org/10.1016/j.jcomm.2023.100378
2022SSRN Electronic JournalForecasting the Real Price of Oil: A Cautionary NoteThomas Conlon, John Cotter, Emmanuel Eyiah-Donkorhttp://dx.doi.org/10.2139/ssrn.4031787

 

© 2025 International Association for Energy Economics | Privacy Policy | Return Policy