Crude oil price analysis and forecasting using wavelet decomposed ensemble model

Energy

Volumn 46, Issue 1, 2012, Pages 564-574

  He, Kaijian ^a,b   Yu, Lean ^a   Lai, Kin Keung ^b  

^a BEIJING UNIVERSITY OF CHEMICAL TECHNOLOGY   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

ARMA model; Crude oil price forecasting; Ensemble algorithm; Multiresolution analysis; Wavelet analysis

Indexed keywords

ALGORITHMS; BENCHMARKING; COMMERCE; COSTS; CRUDE OIL; FORECASTING; MICROSTRUCTURE; MULTIRESOLUTION ANALYSIS; WAVELET ANALYSIS;

ARMA MODEL; BENCHMARK MODELS; CRUDE OIL PRICES; EMPIRICAL STUDIES; ENSEMBLE ALGORITHMS; ENSEMBLE MEMBERS; ENSEMBLE MODELS; ESTIMATION BIAS; FORECASTING ACCURACY; HETEROGENEOUS MARKETS; MARKET ANALYSIS; MARKET CONSENSUS; MARKET MICROSTRUCTURES; MARKET STRUCTURES; PREDICTIVE ACCURACY; TIME VARYING; TIME-SCALES;

PETROLEUM ANALYSIS;

ACCURACY ASSESSMENT; ALGORITHM; CRUDE OIL; DECOMPOSITION; EMPIRICAL ANALYSIS; MARKET DEVELOPMENT; PERFORMANCE ASSESSMENT; TIMESCALE; WAVELET;

EID: 84867234176     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2012.07.055     Document Type: Article

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