Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling

Energy Economics

Volumn 34, Issue 3, 2012, Pages 828-841

  Jammazi, Rania ^a   Aloui, Chaker ^a  

^a UNIVERSITY OF TUNIS EL MANAR   (Tunisia)

Author keywords

Activation function; Back propagation; Crude oil price forecasting; Harr a Trous wavelet; In sample out of sample basis; Input hidden nodes; Neural network

Indexed keywords

ACTIVATION FUNCTIONS; CRUDE OIL PRICES; IN-SAMPLE OUT-OF-SAMPLE BASIS; INPUT-HIDDEN NODES; TROUS WAVELET;

COMPUTER SIMULATION; COSTS; CRUDE OIL; NEURAL NETWORKS; STREAM FLOW; TRANSFER FUNCTIONS; WAVELET DECOMPOSITION;

FORECASTING;

ARTIFICIAL NEURAL NETWORK; BACK PROPAGATION; CRUDE OIL; DECOMPOSITION ANALYSIS; ENERGY MARKET; EXPERIMENTAL STUDY; FORECASTING METHOD; MODELING; PRICE DYNAMICS; WAVELET ANALYSIS;

EID: 84859715514     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2011.07.018     Document Type: Article

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