Investigating the efficiency in oil futures market based on GMDH approach

Expert Systems with Applications

Volumn 36, Issue 4, 2009, Pages 7479-7483

  Mehrara, Mohsen ^a   Moeini, Ali ^a   Ahrari, Mehdi ^a   Erfanifard, Ali ^a  

^a UNIVERSITY OF TEHRAN   (Iran)

Author keywords

Futures market; GMDH neural network; Oil prices

Indexed keywords

COSTS; CRUDE PETROLEUM; NEURAL NETWORKS;

BENCHMARK MODELS; CRUDE OIL FUTURES; FUTURES MARKET; GMDH NEURAL NETWORK; MARKET CYCLES; MOVING AVERAGES; NEURAL NETWORK MODELS; OIL FUTURES MARKETS; OIL PRICES;

MARKETING;

EID: 60549115783     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2008.09.055     Document Type: Article

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