Fractionally integrated ARMA for crude palm oil prices prediction: case of potentially overdifference
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DOI: 10.1080/02664763.2013.825706
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Cited by:
- Shaher Al-Gounmeein Remal & Ismail Mohd Tahir, 2021. "Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach," Statistics in Transition New Series, Polish Statistical Association, vol. 22(1), pages 29-54, March.
- Xin Ma & Yubin Cai & Hong Yuan & Yanqiao Deng, 2023. "Partially Linear Component Support Vector Machine for Primary Energy Consumption Forecasting of the Electric Power Sector in the United States," Sustainability, MDPI, vol. 15(9), pages 1-26, April.
- Wu, Junhao & Dong, Jinghan & Wang, Zhaocai & Hu, Yuan & Dou, Wanting, 2023. "A novel hybrid model based on deep learning and error correction for crude oil futures prices forecast," Resources Policy, Elsevier, vol. 83(C).
- Jesús Molina‐Muñoz & Andrés Mora‐Valencia & Javier Perote, 2024. "Predicting carbon and oil price returns using hybrid models based on machine and deep learning," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(2), June.
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