Influential factors in crude oil price forecasting
暂无分享,去创建一个
Tianyang Wang | Hong Miao | Dongxiao Yang | Hong Miao | Sanjay Ramchander | Tianyang Wang | Dongxiao Yang | Sanjay Ramchander
[1] Atsushi Iimi,et al. Port rail connectivity and agricultural production: evidence from a large sample of farmers in Ethiopia , 2017, Journal of Applied Economics.
[2] Hong Miao,et al. The impact of crude oil inventory announcements on prices: Evidence from derivatives markets , 2018 .
[3] Chiara Scotti. Surprise and Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises , 2016 .
[4] Stefan Feuerriegel,et al. Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements , 2015 .
[5] Yufeng Han,et al. Are There Exploitable Trends in Commodity Future Prices? , 2015 .
[6] Hong Miao,et al. An Examination of the Flow Characteristics of Crude Oil: Evidence from Risk-Neutral Moments , 2015 .
[7] Celina Filippín,et al. Evaluation of heating energy consumption patterns in the residential building sector using stepwise selection and multivariate analysis , 2013 .
[8] Lutz Kilian,et al. Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach , 2013 .
[9] L. Kilian,et al. Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories , 2013 .
[10] Chiara Scotti. Surprise and Uncertainty Indexes : Real-Time Aggregation of Real-Activity Macro Surprises , 2013 .
[11] Yudong Wang,et al. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis , 2012 .
[12] Les Coleman,et al. Explaining crude oil prices using fundamental measures , 2012 .
[13] Jin-Hua Xu,et al. What has driven oil prices since 2000? A structural change perspective , 2011 .
[14] Lutz Kilian,et al. Real-Time Forecasts of the Real Price of Oil , 2011 .
[15] U. Soytaş,et al. Do global risk perceptions influence world oil prices , 2011 .
[16] Robert K. Kaufmann,et al. The role of market fundamentals and speculation in recent price changes for crude oil , 2011 .
[17] Sabine Goutier,et al. Extracting relevant features to explain electricity price variations , 2010, 2010 7th International Conference on the European Energy Market.
[18] Lutz Kilian,et al. Forecasting the Price of Oil , 2010 .
[19] L. Kilian. Explaining Fluctuations in Gasoline Prices: A Joint Model of the Global Crude Oil Market and the U.S. Retail Gasoline Market , 2010 .
[20] Francesco Lisi,et al. The Forecasting Accuracy of Electricity Price Formation Models , 2010 .
[21] Lutz Kilian,et al. The Role of Inventories and Speculative Trading in the Global Market for Crude Oil , 2010 .
[22] Tao Wang,et al. Nonlinearity and Intraday Efficiency Tests on Energy Futures Markets , 2009 .
[23] Lutz Kilian,et al. Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008? , 2009 .
[24] Sajal Ghosh,et al. Import demand of crude oil and economic growth: Evidence from India , 2009 .
[25] Jesus Crespo Cuaresma,et al. Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation? , 2009 .
[26] Robert K. Kaufmann,et al. Oil prices : The role of refinery utilization, futures markets and non-linearities , 2008 .
[27] Rob J Hyndman,et al. Automatic Time Series Forecasting: The forecast Package for R , 2008 .
[28] James D. Hamilton,et al. Understanding Crude Oil Prices , 2008 .
[29] A. Zapranis,et al. Analyzing Crude Oil Prices and Returns Using Wavelet Analysis and Wavelet Networks , 2008 .
[30] L. Kilian,et al. What Do We Learn from the Price of Crude Oil Futures? , 2007 .
[31] Mark A. Thompson,et al. Dynamic cyclical comovements of oil prices with industrial production, consumer prices, unemployment, and stock prices , 2007 .
[32] Chih-Ling Tsai,et al. Regression coefficient and autoregressive order shrinkage and selection via the lasso , 2007 .
[33] L. Kilian. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .
[34] J. Frankel. The Effect of Monetary Policy on Real Commodity Prices , 2006 .
[35] M. Pesaran,et al. Exploring the International Linkages of the Euro Area: A Global VAR Analysis , 2006, SSRN Electronic Journal.
[36] S. Hammoudeh,et al. Oil sensitivity and systematic risk in oil-sensitive stock indices , 2005 .
[37] S. Radchenko. Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases , 2005 .
[38] Michael Jefferson,et al. Forecasting the limits to the availability and diversity of global conventional oil supply , 2004 .
[39] R. Tibshirani,et al. Least angle regression , 2004, math/0406456.
[40] Sunil J Rao,et al. Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis , 2003 .
[41] L. Kilian,et al. Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative , 2001, NBER Macroeconomics Annual.
[42] M. R. Osborne,et al. On the LASSO and its Dual , 2000 .
[43] Perry Sadorsky. The empirical relationship between energy futures prices and exchange rates , 2000 .
[44] Torbjørn Eika,et al. Did Norway gain from the 1979–1985 oil price shock? , 2000 .
[45] Perry Sadorsky. Oil price shocks and stock market activity , 1999 .
[46] R. Pindyck. The Long-Run Evolution of Energy Prices , 1999 .
[47] Charles M. Jones,et al. OIL AND THE STOCK MARKETS , 1996 .
[48] R. Tibshirani. Regression Shrinkage and Selection via the Lasso , 1996 .
[49] M. Hashem Pesaran,et al. A Simple Nonparametric Test of Predictive Performance , 1992 .