A new approach for crude oil price analysis based on Empirical Mode Decomposition

[1]  Lean Yu,et al.  A New Method for Crude Oil Price Forecasting Based on Support Vector Machines , 2006, International Conference on Computational Science.

[2]  Hamid Baghestani,et al.  On the predictive accuracy of crude oil futures prices , 2004 .

[3]  R. Irizarry,et al.  Travelling waves in the occurrence of dengue haemorrhagic fever in Thailand , 2004, Nature.

[4]  S. S. Shen,et al.  A confidence limit for the empirical mode decomposition and Hilbert spectral analysis , 2003, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[5]  S. S. Shen,et al.  Applications of Hilbert–Huang transform to non‐stationary financial time series analysis , 2003 .

[6]  Perry Sadorsky,et al.  Time-varying risk premiums in petroleum futures prices , 2002 .

[7]  Chin W. Yang,et al.  An analysis of factors affecting price volatility of the US oil market , 2002 .

[8]  Claudio Morana,et al.  A semiparametric approach to short-term oil price forecasting , 2001 .

[9]  K. Chaudhuri Long-run prices of primary commodities and oil prices , 2001 .

[10]  R. Pindyck The long-run evolution of energy prices , 1999 .

[11]  N. Huang,et al.  The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis , 1998, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[12]  Paul Stevens,et al.  The determination of oil prices 1945–1995 , 1995 .

[13]  Bruce Abramson,et al.  Probabilistic forecasts from probabilistic models: A case study in the oil market , 1995 .

[14]  G. C. Watkins,et al.  How volatile are crude oil prices , 1994 .

[15]  Hillard G. Huntington,et al.  Oil Price Forecasting in the 1980s: What Went Wrong?* , 1994 .

[16]  Ronald Hagen,et al.  How is the international price of a particular crude determined , 1994 .

[17]  Ingrid Daubechies,et al.  Ten Lectures on Wavelets , 1992 .

[18]  Bruce Abramson,et al.  Using belief networks to forecast oil prices , 1991 .

[19]  A. Al-Faris,et al.  The determinants of crude oil price adjustment in the world petroleum market , 1991 .

[20]  R. Bacon,et al.  Modelling the Price of Oil , 1991 .

[21]  Norden E. Huang,et al.  Ensemble Empirical Mode Decomposition: a Noise-Assisted Data Analysis Method , 2009, Adv. Data Sci. Adapt. Anal..

[22]  Robert K. Kaufmann,et al.  Modelling the world oil market: Assessment of a quarterly econometric model , 2007 .

[23]  Kin Keung Lai,et al.  CRUDE OIL PRICE FORECASTING WITH TEI@I METHODOLOGY ∗ , 2005 .

[24]  Mehrzad Zamani An Econometrics Forecasting Model of Short Term Oil Spot Price , 2004 .

[25]  Sam Mirmirani,et al.  A Comparison of VAR and Neural Networks with Genetic Algorithm in Forecasting Price of Oil , 2003, IC-AI.