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2022International Journal of Forecasting: Vol. 38, Issue 1Crude oil price forecasting incorporating news textYun Bai, Xixi Li, Hao Yu, Suling Jiahttp://dx.doi.org/10.1002/jaa2.56
2022Electronics: Vol. 11, Issue 7Hybrid Feature Reduction Using PCC-Stacked Autoencoders for Gold/Oil Prices Forecasting under COVID-19 PandemicNagwan Abdel Samee, Ghada Atteia, Reem Alkanhel, Amel Ali Alhussan, Hussah Nasser AlEisahttp://dx.doi.org/10.1080/00207543.2016.1162340
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2022Entropy: Vol. 24, Issue 5Replication in Energy Markets: Use and Misuse of Chaos ToolsLoretta Mastroeni, Pierluigi Velluccihttp://dx.doi.org/10.3390/en13102440
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2021Sustainability: Vol. 13, Issue 9An Auxiliary Index for Reducing Brent Crude Investment Risk—Evaluating the Price Relationships between Brent Crude and CommoditiesYu-Wei Chen, Chui-Yu Chiu, Mu-Chun Hsiaohttp://dx.doi.org/10.3390/jrfm12010009
2021Applied Soft Computing: Vol. 113Forecasting crude oil prices based on variational mode decomposition and random sparse Bayesian learningTaiyong Li, Zijie Qian, Wu Deng, Duzhong Zhang, Huihui Lu, Shuheng Wanghttp://dx.doi.org/10.1016/j.apenergy.2020.115035
2021Economic Modelling: Vol. 104Does news tone help forecast oil?Brian Lucey, Boru Renhttp://dx.doi.org/10.1109/ACCESS.2019.2960379
2021Energy: Vol. 229Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithmTingting Zhang, Zhenpeng Tang, Junchuan Wu, Xiaoxu Du, Kaijie Chenhttp://dx.doi.org/10.2139/ssrn.958942
2021Discrete Dynamics in Nature and Society: Vol. 2021Selection of Machine Learning Models for Oil Price Forecasting: Based on the Dual Attributes of OilLei Yan, Yuting Zhu, Haiyan Wang, Daqing Gonghttp://dx.doi.org/10.1007/s11704-009-0025-3
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2021Engineering Applications of Artificial Intelligence: Vol. 101Forecasting crude oil price with a new hybrid approach and multi-source dataYifan Yang, Ju’e Guo, Shaolong Sun, Yixin Lihttp://dx.doi.org/10.29216/ueip.540147
2021Applied Energy: Vol. 290Advanced price forecasting in agent-based electricity market simulationChristoph Fraunholz, Emil Kraft, Dogan Keles, Wolf Fichtnerhttp://dx.doi.org/10.5772/intechopen.107979
2020Energy: Vol. 200A new hybrid model for forecasting Brent crude oil priceHooman Abdollahi, Seyed Babak Ebrahimihttp://dx.doi.org/10.1016/j.eneco.2018.04.024
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2020Neurocomputing: Vol. 418A multi-source heterogeneous data analytic method for future price fluctuation predictionLei Chai, Hongfeng Xu, Zhiming Luo, Shaozi Lihttp://dx.doi.org/10.1063/1.5129224
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2020Energies: Vol. 13, Issue 10Forecasting Crude Oil Market Crashes Using Machine Learning TechnologiesYulian Zhang, Shigeyuki Hamorihttp://dx.doi.org/10.1016/j.eneco.2007.07.008
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2020SSRN Electronic Journal Jumps in the Convenience Yield of Crude OilCharles F. Mason, Neil A. Wilmothttp://dx.doi.org/10.1016/j.reseneeco.2020.101163
2019Energies: Vol. 12, Issue 19Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based PredictorsTaiyong Li, Yingrui Zhou, Xinsheng Li, Jiang Wu, Ting Hehttp://dx.doi.org/10.3390/e26050358
2019Scientific Annals of Economics and Business: Vol. 66, Issue 3Data Size Requirement for Forecasting Daily Crude Oil Price with Neural NetworksSerkan Aras, Manel Hamdihttp://dx.doi.org/10.1016/j.chaos.2022.111990
2019Uluslararası Ekonomi İşletme ve Politika Dergisi: Vol. 3, Issue 1BRENT HAM PETROL GETİRİLERİNDE KAOTİK DİNAMİKLERİN ARAŞTIRILMASI / Investigation of Chaotic Dynamics In Brent Crude Oil ReturnsEmre ÜRKMEZhttp://dx.doi.org/10.1016/j.knosys.2015.01.002
2019Journal of Risk and Financial Management: Vol. 12, Issue 1Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural NetworksZhaojie Luo, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo, Shigeyuki Hamorihttp://dx.doi.org/10.1108/JDQS-12-2024-0050
2019Energy Economics: Vol. 82A reappraisal of the chaotic paradigm for energy commodity pricesLoretta Mastroeni, Pierluigi Vellucci, Maurizio Naldihttp://dx.doi.org/10.2139/ssrn.3270251
2019Energy Economics: Vol. 81Machine learning in energy economics and finance: A reviewHamed Ghoddusi, Germán G. Creamer, Nima Rafizadehhttp://dx.doi.org/10.1007/s10614-024-10840-w
2019Sustainability: Vol. 11, Issue 21Predicting the Price of WTI Crude Oil Using ANN and ChaosTao Yin, Yiming Wanghttp://dx.doi.org/10.2139/ssrn.4461520
2019IEEE Access: Vol. 7Prediction and Trading in Crude Oil Markets Using Multi-Class Classification and Multi-Objective OptimizationShangkun Deng, Xiaoru Huang, Jiashuang Shen, Haoran Yu, Chenguang Wang, Hongyu Tian, Fangjie Ma, Tianxiang Yanghttp://dx.doi.org/10.1093/imaman/dpz011
2018Energy: Vol. 155Forecasting crude oil price: Does exist an optimal econometric model?Vinícius Phillipe de Albuquerquemello, Rennan Kertlly de Medeiros, Cássio da Nóbrega Besarria, Sinézio Fernandes Maiahttp://dx.doi.org/10.3390/e24050701
2018Energy: Vol. 151Global crude oil price prediction and synchronization based accuracy evaluation using random wavelet neural networkLili Huang, Jun Wanghttp://dx.doi.org/10.1016/j.eswa.2022.118658
2018SSRN Electronic Journal Machine Learning in Energy Economics and Finance: A ReviewGermán G. Creamer, Hamed Ghoddusi, Nima Rafizadehhttp://dx.doi.org/10.1515/snde-2022-0084
2018Applied Energy: Vol. 220A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithmsMinggang Wang, Longfeng Zhao, Ruijin Du, Chao Wang, Lin Chen, Lixin Tian, H. Eugene Stanleyhttp://dx.doi.org/10.1063/5.0108756
2018Journal of Information Science: Vol. 44, Issue 3Using four different online media sources to forecast the crude oil priceMohammed Elshendy, Andrea Fronzetti Colladon, Elisa Battistoni, Peter A Gloorhttp://dx.doi.org/10.1016/j.energy.2021.120797
2017Energy Economics: Vol. 66A deep learning ensemble approach for crude oil price forecastingYang Zhao, Jianping Li, Lean Yuhttp://dx.doi.org/10.1155/2021/1566093
2017Energy: Vol. 120Crude oil price behaviour before and after military conflicts and geopolitical eventsManuel Monge, Luis A. Gil-Alana, Fernando Pérez de Graciahttp://dx.doi.org/10.1109/ICPR.2018.8546240
2016Energy: Vol. 116Mass and energy-capital conservation equations to forecast the oil price evolution with accumulation or depletion of the resourcesFabio Gorihttp://dx.doi.org/10.3390/en12193603
2016Energy Economics: Vol. 56Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approachHanan Naserhttp://dx.doi.org/10.1016/j.cnsns.2021.106218
2016Intelligent Automation & Soft Computing: Vol. 22, Issue 3A Review on Artificial Intelligence Methodologies for the Forecasting of Crude Oil PriceHaruna Chiroma, Sameem Abdul-kareem, Ahmad Shukri Mohd Noor, Adamu I. Abubakar, Nader Sohrabi Safa, Liyana Shuib, Mukhtar Fatihu Hamza, Abdulsalam Ya’u Gital, Tutut Herawanhttp://dx.doi.org/10.1007/978-3-030-87019-5_5
2016International Advances in Economic Research: Vol. 22, Issue 4Comparing the Forecasting Performance of Futures Oil Prices with Genetically Evolved Neural NetworksMona El Shazly, Alice Louhttp://dx.doi.org/10.24018/ejbmr.2024.9.3.2221
2016International Journal of Production Research: Vol. 54, Issue 17Combination of forecasts for the price of crude oil on the spot marketVitor G. Azevedo, Lucila M.S. Camposhttp://dx.doi.org/10.1016/j.energy.2018.04.187
2015The Energy Journal: Vol. 36, Issue 2The Convenience Yield and the Informational Content of the Oil Futures PriceJean-Thomas Bernard, Lynda Khalaf, Maral Kichian, Sebastien McMahonhttp://dx.doi.org/10.1016/j.energy.2012.07.055
2015International Journal of Information Technology & Decision Making: Vol. 14, Issue 01A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price ForecastingLing Tang, Wei Dai, Lean Yu, Shouyang Wanghttp://dx.doi.org/10.2139/ssrn.1990195
2015International Journal of Energy and Statistics: Vol. 03, Issue 02Forecasting crude oil price with ensemble neural networks based on different feature subsets methodAli Moosavi, Seyyed Hossein Khasteh, Mohammad Ali Bagherihttp://dx.doi.org/10.1016/j.eneco.2011.10.004
2015Energy Economics: Vol. 51Forecasting the real prices of crude oil under economic and statistical constraintsYudong Wang, Li Liu, Xundi Diao, Chongfeng Wuhttp://dx.doi.org/10.1155/2014/529748
2015Energy Systems: Vol. 6, Issue 4Artificial intelligence methods for oil price forecasting: a review and evaluationNeha Sehgal, Krishan K. Pandeyhttp://dx.doi.org/10.1016/j.eneco.2016.02.017
2015Knowledge-Based Systems: Vol. 77A combination method for interval forecasting of agricultural commodity futures pricesTao Xiong, Chongguang Li, Yukun Bao, Zhongyi Hu, Lu Zhanghttp://dx.doi.org/10.1109/ACCESS.2024.3370440
2014Procedia Computer Science: Vol. 36Nonlinear Modeling Using Neural Networks for Trading the Soybean ComplexPhoebe S. Wiles, David Enkehttp://dx.doi.org/10.1016/j.engappai.2021.104217
2014Energy Economics: Vol. 46The relationship between oil prices and the Nigerian stock market. An analysis based on fractional integration and cointegrationLuis A. Gil-Alana, OlaOluwa S. Yayahttp://dx.doi.org/10.1007/s11294-016-9599-3
2014ISRN Mechanical Engineering: Vol. 2014A New Theory to Forecast the Price of Nonrenewable Energy Resources with Mass and Energy-Capital Conservation EquationsFabio Gorihttp://dx.doi.org/10.1016/j.energy.2016.10.018
2014ISRN Applied Mathematics: Vol. 2014On the Dynamics of an Oil Price ModelTeodoro Larahttp://dx.doi.org/10.1109/ICMSE.2009.5317863
2013SSRN Electronic JournalCrude Oil Price Forecasting Techniques: A Comprehensive Review of LiteratureNiaz Bashiri Behmiri, José Ramos Pires Mansohttp://dx.doi.org/10.1016/j.cie.2011.06.019
2013Energy Economics: Vol. 36Non-linearities in the dynamics of oil pricesKhalid M. Kisswani, Salah A. Nusairhttp://dx.doi.org/10.3389/fams.2024.1376558
2013The Energy Journal: Vol. 34, Issue 1Jump Processes in the Market for Crude OilNeil A. Wilmot, Charles F. Masonhttp://dx.doi.org/10.1007/978-3-642-55382-0_7
2012Energy: Vol. 46, Issue 1Crude oil price analysis and forecasting using wavelet decomposed ensemble modelKaijian He, Lean Yu, Kin Keung Laihttp://dx.doi.org/10.1596/1813-9450-10611
2012Energy Economics: Vol. 34, Issue 2A metric and topological analysis of determinism in the crude oil spot marketJohn T. Barkoulas, Atreya Chakraborty, Arav Ouandloushttp://dx.doi.org/10.1016/j.resourpol.2020.101653
2012SSRN Electronic JournalOil Price Forecast Evaluation with Flexible Loss FunctionsAndrea Bastianin, Matteo Manera, Anil Markandya, Elisa Scarpahttp://dx.doi.org/10.1016/j.eneco.2014.10.001
2012OPEC Energy Review: Vol. 36, Issue 1Modelling petroleum future price volatility: analysing asymmetry and persistency of shocksFardous Alom, Bert D. Ward, Baiding Huhttp://dx.doi.org/10.1007/s10479-023-05810-8
2012Computers & Industrial Engineering: Vol. 62, Issue 2A flexible neural network-fuzzy mathematical programming algorithm for improvement of oil price estimation and forecastingAli Azadeh, Mohsen Moghaddam, Mehdi Khakzad, Vahid Ebrahimipourhttp://dx.doi.org/10.1016/j.econlet.2024.112128
2012Expert Systems with Applications: Vol. 39, Issue 9Performance evaluation of competing forecasting models: A multidimensional framework based on MCDABing Xu, Jamal Ouennichehttp://dx.doi.org/10.1016/j.neucom.2020.07.073
2012Journal of Applied Econometrics: Vol. 27, Issue 4An identification‐robust test for time‐varying parameters in the dynamics of energy pricesJean‐Thomas Bernard, Jean‐Marie Dufour, Lynda Khalaf, Maral Kichianhttp://dx.doi.org/10.1016/j.apenergy.2018.03.148
2011SSRN Electronic JournalAn Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy PricesMarie-Claude Beaulieu, Lynda Khalaf, Maral Kichian, Jean-Marie Dufourhttp://dx.doi.org/10.2139/ssrn.4153206
2011New Mathematics and Natural Computation: Vol. 07, Issue 02AN INTEGRATED MODEL USING WAVELET DECOMPOSITION AND LEAST SQUARES SUPPORT VECTOR MACHINES FOR MONTHLY CRUDE OIL PRICES FORECASTINGYEJING BAO, XUN ZHANG, LEAN YU, KIN KEUNG LAI, SHOUYANG WANGhttp://dx.doi.org/10.1109/INMIC50486.2020.9318086
2010Energy Economics: Vol. 32, Issue 2Nonlinearity and intraday efficiency tests on energy futures marketsTao Wang, Jian Yanghttp://dx.doi.org/10.1016/j.eneco.2015.09.003
2009Frontiers of Computer Science in China: Vol. 3, Issue 2Daily prediction of short-term trends of crude oil prices using neural networks exploiting multimarket dynamicsHeping Pan, Imad Haidar, Siddhivinayak Kulkarnihttp://dx.doi.org/10.1016/j.eswa.2012.01.167
2009SSRN Electronic JournalNonlinearity and Intraday Efficiency Tests on Energy Futures MarketsTao Wang, Jian Yanghttp://dx.doi.org/10.1016/j.resourpol.2023.104438
2008Energy Economics: Vol. 30, Issue 3Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major marketsThalia Chantziara, George Skiadopouloshttp://dx.doi.org/10.1007/s00181-019-01665-w
2007SSRN Electronic JournalEvaluating the Empirical Performance of Alternative Econometric Models for Oil Price ForecastingMatteo Manera, Chiara Longo, Anil Markandya, Elisa Scarpahttp://dx.doi.org/10.1016/j.eneco.2017.05.023
2007The Energy Journal: Vol. 28, Issue 3Nonlinear Dynamics in Energy FuturesMariano Matilla-Garciahttp://dx.doi.org/10.1007/978-981-19-7892-0_41

 

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