An ICA-based support vector regression scheme for forecasting crude oil prices
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bekiros, Stelios & Gupta, Rangan & Paccagnini, Alessia, 2015.
"Oil price forecastability and economic uncertainty,"
Elsevier, vol. 132(C), pages 125-128.
- Stelios D. Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil price forecastability and economic uncertainty," Open Access publications 10197/7345, School of Economics, University College Dublin.
- Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 201518, University of Pretoria, Department of Economics.
- Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015. "Oil Price Forecastability and Economic Uncertainty," Working Papers 298, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
- Yu, Lean & Zhao, Yang & Tang, Ling, 2014. "A compressed sensing based AI learning paradigm for crude oil price forecasting," Energy Economics, Elsevier, vol. 46(C), pages 236-245.
- Liwei Fan & Huiping Li, 2015. "Volatility analysis and forecasting models of crude oil prices: a review," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 5-17.
- Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Martina, Esteban & Ibarra-Valdez, Carlos, 2012. "Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010," Technological Forecasting and Social Change, Elsevier, vol. 79(1), pages 47-58.
- Yu, Lean & Wang, Zishu & Tang, Ling, 2015. "A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting," Applied Energy, Elsevier, vol. 156(C), pages 251-267.
- Zhu, Bangzhu & Wei, Yiming, 2013. "Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology," Omega, Elsevier, vol. 41(3), pages 517-524.
- Jammazi, Rania & Aloui, Chaker, 2012. "Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling," Energy Economics, Elsevier, vol. 34(3), pages 828-841.
- Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit, 2015. "Portfolio selection with independent component analysis," Finance Research Letters, Elsevier, vol. 15(C), pages 146-159.
- Azadeh, A. & Asadzadeh, S.M. & Mirseraji, G.H. & Saberi, M., 2015. "An emotional learning-neuro-fuzzy inference approach for optimum training and forecasting of gas consumption estimation models with cognitive data," Technological Forecasting and Social Change, Elsevier, vol. 91(C), pages 47-63.
- Wang, Yudong & Wu, Chongfeng & Yang, Li, 2016. "Forecasting crude oil market volatility: A Markov switching multifractal volatility approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 1-9.
- Zhang, Xun & Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method," Energy Economics, Elsevier, vol. 31(5), pages 768-778, September.
- Mostafa, Mohamed M. & El-Masry, Ahmed A., 2016. "Oil price forecasting using gene expression programming and artificial neural networks," Economic Modelling, Elsevier, vol. 54(C), pages 40-53.
- Lutao Zhao & Lei Cheng & Yongtao Wan & Hao Zhang & Zhigang Zhang, 2015. "A VAR-SVM model for crude oil price forecasting," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 126-144.
- Tay, Francis E. H. & Cao, Lijuan, 2001. "Application of support vector machines in financial time series forecasting," Omega, Elsevier, vol. 29(4), pages 309-317, August.
- Wu, Gang & Zhang, Yue-Jun, 2014. "Does China factor matter? An econometric analysis of international crude oil prices," Energy Policy, Elsevier, vol. 72(C), pages 78-86.
- Zhang, Jin-Liang & Zhang, Yue-Jun & Zhang, Lu, 2015. "A novel hybrid method for crude oil price forecasting," Energy Economics, Elsevier, vol. 49(C), pages 649-659.
- Zhang, Yue-Jun, 2013. "Speculative trading and WTI crude oil futures price movement: An empirical analysis," Applied Energy, Elsevier, vol. 107(C), pages 394-402.
- Kizilaslan, Recep & Freund, Steven & Iseri, Ali, 2016. "A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil," European Journal of Operational Research, Elsevier, vol. 253(3), pages 697-710.
- He, Kaijian & Yu, Lean & Lai, Kin Keung, 2012. "Crude oil price analysis and forecasting using wavelet decomposed ensemble model," Energy, Elsevier, vol. 46(1), pages 564-574.
- Zhang, Yue-Jun & Wang, Zi-Yi, 2013. "Investigating the price discovery and risk transfer functions in the crude oil and gasoline futures markets: Some empirical evidence," Applied Energy, Elsevier, vol. 104(C), pages 220-228.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:tefoso:v:126:y:2018:i:c:p:271-283 is not listed on IDEAS
- repec:eee:appene:v:220:y:2018:i:c:p:154-163 is not listed on IDEAS
- Taiyong Li & Min Zhou & Chaoqi Guo & Min Luo & Jiang Wu & Fan Pan & Quanyi Tao & Ting He, 2016. "Forecasting Crude Oil Price Using EEMD and RVM with Adaptive PSO-Based Kernels," Energies, MDPI, Open Access Journal, vol. 9(12), pages 1-21, December.
- repec:eee:eneeco:v:71:y:2018:i:c:p:114-127 is not listed on IDEAS
- repec:eee:phsmap:v:484:y:2017:i:c:p:412-427 is not listed on IDEAS
More about this item
KeywordsCrude oil price; Forecasting; Independent component analysis; Support vector regression;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.sciencedirect.com/science/journal/00401625 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.