Revising empirical linkages between direction of Canadian stock price index movement and Oil supply and demand shocks: Artificial neural network and support vector machines approaches
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More about this item
KeywordsOil price; Stock price movement; Oil supply shocks; Oil demand shocks; Artificial neural networks model; Support Vector Machines.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2015-08-25 (Computational Economics)
- NEP-ENE-2015-08-25 (Energy Economics)
- NEP-FOR-2015-08-25 (Forecasting)
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