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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...
Autores principales: | Tian, Guangning, Peng, Yuchao, Meng, Yuhao |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2023
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Materias: | |
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 |
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