Oil price forecasting using a hybrid model

Energy

Volumn 148, Issue , 2018, Pages 49-58

  Safari, Ali ^a   Davallou, Maryam ^a  

^a SHAHID BEHESHTI UNIVERSITY   (Iran)

Author keywords

Crude oil price; Forecasting; Hybrid model; Kalman filter; NAR

Indexed keywords

COSTS; CRUDE OIL; ECONOMICS; ELECTRONIC TRADING; GENETIC ALGORITHMS; INVESTMENTS; KALMAN FILTERS; STATE SPACE METHODS;

AUTO-REGRESSIVE; CRUDE OIL PRICES; ECONOMIC FACTORS; ECONOMIC GROWTHS; HYBRID MODEL; NONLINEAR AUTOREGRESSIVE; OIL PRICES; POLITICAL EVENTS; PRICE FORECASTING; UNCERTAINTY;

FORECASTING;

CRUDE OIL; DETECTION METHOD; ECONOMIC CONDITIONS; ECONOMIC GROWTH; GENETIC ALGORITHM; KALMAN FILTER; NUMERICAL MODEL; POLITICAL ECONOMY; PRICE DETERMINATION;

EID: 85041648163     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2018.01.007     Document Type: Article

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