The role of textual analysis in oil futures price forecasting based on machine learning approach
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kuang, Yunming & Tan, Ruipeng & Zhang, Zihan, 2023. "Saving energy by cleaning the air?: Endogenous energy efficiency and energy conservation potential," Energy Economics, Elsevier, vol. 126(C).
- Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan, 2024. "Forecasting oil futures returns with news," Energy Economics, Elsevier, vol. 134(C).
- Lin, Boqiang & Chen, Yiyang & Gong, Xu, 2024. "Stress from attention: The relationship between climate change attention and crude oil markets," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Xu, Zhiwei & Gan, Shiqi & Hua, Xia & Xiong, Yujie, 2024. "Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?," Energy Economics, Elsevier, vol. 140(C).
- Yin, Libo & Cao, Hong & Guo, Yumei, 2024. "The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions," Energy Economics, Elsevier, vol. 132(C).
- Ewald, Christian Oliver & Li, Yaoyu, 2024. "The role of news sentiment in salmon price prediction using deep learning," Journal of Commodity Markets, Elsevier, vol. 36(C).
- Liu, Yanchu & Zhang, Yu & Peng, Xinyi, 2024. "Textual analysis and gold futures price forecasting: Evidence from the Chinese market," Finance Research Letters, Elsevier, vol. 69(PA).
- Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023. "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, vol. 127(PB).
- Wen, Fenghua & Chen, Meng & Zhang, Yun & Miao, Xiao, 2023. "Oil price uncertainty and audit fees: Evidence from the energy industry," Energy Economics, Elsevier, vol. 125(C).
- Linyan Ruan & Haiwei Jiang, 2025. "Stock Price Prediction Using FinBERT-Enhanced Sentiment with SHAP Explainability and Differential Privacy," Mathematics, MDPI, vol. 13(17), pages 1-22, August.
- Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).
- Zhang, Xinhua & Zhang, Qianqian & Dai, Zhifeng & Zhang, Xiaotong, 2023. "The impact of carbon markets on the financial performance of power producers: Evidence based on China," Energy Economics, Elsevier, vol. 127(PA).
- Alberto Menéndez Medina & José Antonio Heredia Álvaro, 2024. "Using Generative Pre-Trained Transformers (GPT) for Electricity Price Trend Forecasting in the Spanish Market," Energies, MDPI, vol. 17(10), pages 1-15, May.
- Li, Jieyi & Qian, Shuangyue & Li, Ling & Guo, Yuanxuan & Wu, Jun & Tang, Ling, 2024. "A novel secondary decomposition method for forecasting crude oil price with twitter sentiment," Energy, Elsevier, vol. 290(C).
- Liu, Hong & Zhu, Yulin & Cui, Na & Zheng, Yan, 2024. "The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market," Finance Research Letters, Elsevier, vol. 67(PB).
- Nguyen, Bich Ngoc, 2025. "A sentiment-based approach to predict energy price volatility using distilRoBERTa and GARCH models," Energy Economics, Elsevier, vol. 149(C).
- Marcus Vinicius Santos & Fernando Morgado-Dias & Thiago C. Silva, 2023. "Oil Sector and Sentiment Analysis—A Review," Energies, MDPI, vol. 16(12), pages 1-29, June.
- Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025. "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, vol. 340(C).
- Ma, Tian & Wang, Wanwan & Jiang, Fuwei, 2025. "Machine learning the performance of hedge fund," Journal of International Money and Finance, Elsevier, vol. 155(C).
- Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024. "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, vol. 293(C).
- Xu, Zhiwei & Li, Jiaqi & Hua, Xia & Ren, Pengyue, 2024. "Is the tone of the government-controlled media valuable for capital market? Evidence from China's new energy industry," Energy Policy, Elsevier, vol. 184(C).
- Dai, Zhifeng & Tang, Rui & Zhang, Xinhua, 2023. "Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets," Energy Economics, Elsevier, vol. 120(C).
- Xu Gong & Mengjie Li & Keqin Guan & Chuanwang Sun, 2023. "Climate change attention and carbon futures return prediction," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1261-1288, September.
- Wei, Jiajia & Gao, Wang & Zhang, Hongwei, 2025. "Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach," International Review of Financial Analysis, Elsevier, vol. 107(C).
- Ergenç Cansu & Aktaş Rafet, 2025. "A Supervised Machine Learning in Financial Forecasting: Identifying Effective Models for the BIST100 Index," Review of Economic Perspectives, Sciendo, vol. 25(1), pages 66-90.
- Guan, Keqin & Gong, Xu, 2023. "A new hybrid deep learning model for monthly oil prices forecasting," Energy Economics, Elsevier, vol. 128(C).
- Zhou, Wei & Chen, Yan & Chen, Jin, 2024. "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Pan, Zhiyuan & Fu, Ziqian & Wang, Yudong & Dong, Qingma, 2024. "Exploiting the sentiments: A simple approach for improving cross hedging effectiveness," Energy Economics, Elsevier, vol. 134(C).
- Mário Correia Fernandes & José Carlos Dias & João Pedro Vidal Nunes, 2024. "Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 343-383, March.
Printed from https://ideas.repec.org/r/wly/jfutmk/v42y2022i10p1987-2017.html