Forecasting crude oil prices in the COVID-19 era: Can machine learn better?

Since the onset of the COVID-19 pandemic, energy price predictability has worsened. We evaluate the effectiveness of the two machine learning methods of shrinkage and combination on the spot prices of crude oil before and during the COVID-19 epidemic. The results demonstrated that COVID-19 increased...

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Detalles Bibliográficos
Autores principales: Tian, Guangning, Peng, Yuchao, Meng, Yuhao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10266893/
https://www.ncbi.nlm.nih.gov/pubmed/37361516
http://dx.doi.org/10.1016/j.eneco.2023.106788

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10266893/
https://www.ncbi.nlm.nih.gov/pubmed/37361516
http://dx.doi.org/10.1016/j.eneco.2023.106788

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