Forecasting the real prices of crude oil using robust regression models with regularization constraints

Citations

Cited by:

1. Wang, Yudong & Hao, Xianfeng, 2023. "Forecasting the real prices of crude oil: What is the role of parameter instability?," Energy Economics, Elsevier, vol. 117(C).
2. Mengxi He & Xianfeng Hao & Yaojie Zhang & Fanyi Meng, 2021. "Forecasting stock return volatility using a robust regression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1463-1478, December.
3. Faramarz Saghi & Mustafa Jahangoshai Rezaee, 2023. "Integrating Wavelet Decomposition and Fuzzy Transformation for Improving the Accuracy of Forecasting Crude Oil Price," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 559-591, February.
4. Liang, Qian & Lin, Qingyuan & Guo, Mengzhuo & Lu, Quanying & Zhang, Dayong, 2025. "Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model," International Review of Financial Analysis, Elsevier, vol. 102(C).
5. Xing, Li-Min & Zhang, Yue-Jun, 2022. "Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?," Energy Economics, Elsevier, vol. 110(C).
6. Wang, Yudong & Hao, Xianfeng, 2022. "Forecasting the real prices of crude oil: A robust weighted least squares approach," Energy Economics, Elsevier, vol. 116(C).
7. Afees A. Salisu & Rangan Gupta & Elie Bouri & Qiang Ji, 2022. "Mixed‐frequency forecasting of crude oil volatility based on the information content of global economic conditions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 134-157, January.
8. He Jiang & Yao Dong & Jianzhou Wang, 2024. "Electricity price forecasting using quantile regression averaging with nonconvex regularization," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1859-1879, September.
9. Luo, Rui & Liu, Jinpei & Chen, Peipei & Luo, Jian, 2025. "Enhancing carbon price robust forecasting: A text-driven method utilizing weighted interval-joint quadratic support vector regression," Energy Economics, Elsevier, vol. 148(C).
10. Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie, 2022. "Forecasting crude oil market returns: Enhanced moving average technical indicators," Resources Policy, Elsevier, vol. 76(C).
11. Mo, Jixian & Gao, Ruobin & Fai Yuen, Kum & Bai, Xiwen, 2024. "Predictive analysis of sell-and-purchase shipping market: A PIMSE approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 185(C).
12. Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2023. "Forecasting crude oil prices: A reduced-rank approach," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 698-711.
13. Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022. "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, vol. 258(C).
14. Yanhui Chen & Ailing Feng & Shun Chen & Jackson Jinhong Mi, 2024. "Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 802-815, April.
15. Khan, Faridoon & Muhammadullah, Sara & Sharif, Arshian & Lee, Chien-Chiang, 2024. "The role of green energy stock market in forecasting China's crude oil market: An application of IIS approach and sparse regression models," Energy Economics, Elsevier, vol. 130(C).
16. Fang, Tianhui & Zheng, Chunling & Wang, Donghua, 2023. "Forecasting the crude oil prices with an EMD-ISBM-FNN model," Energy, Elsevier, vol. 263(PA).
17. Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023. "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, vol. 262(PB).
18. Mekelburg, Erik & Strauss, Jack, 2024. "Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data," Journal of Empirical Finance, Elsevier, vol. 79(C).
19. Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2024. "Forecasting the price of oil: A cautionary note," Journal of Commodity Markets, Elsevier, vol. 33(C).
20. Anja Vinzelberg & Benjamin R. Auer, 2021. "Do crude oil futures still fuel portfolio performance?," Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 402-423, October.
21. He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021. "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, vol. 97(C).
22. Guan, Keqin & Gong, Xu, 2023. "A new hybrid deep learning model for monthly oil prices forecasting," Energy Economics, Elsevier, vol. 128(C).
23. Kais Tissaoui & Taha Zaghdoudi & Abdelaziz Hakimi & Mariem Nsaibi, 2023. "Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 663-687, August.
24. Ben Jabeur, Sami & Bakkar, Yassine & Cepni, Oguzhan, 2025. "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Energy Economics, Elsevier, vol. 141(C).
    • Sami Ben Jabeur & Yassine Bakkar & Oguzhan Cepni, 2025. "Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models," Post-Print hal-05451353, HAL.
25. Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024. "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, vol. 66(5), pages 2049-2082, May.
26. Abdollahi, Hooman, 2020. "A novel hybrid model for forecasting crude oil price based on time series decomposition," Applied Energy, Elsevier, vol. 267(C).
27. Kais Tissaoui & Taha Zaghdoudi & Abdelaziz Hakimi & Ousama Ben-Salha & Lamia Ben Amor, 2022. "Does Uncertainty Forecast Crude Oil Volatility before and during the COVID-19 Outbreak? Fresh Evidence Using Machine Learning Models," Energies, MDPI, vol. 15(15), pages 1-20, August.