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Incorporating Russo-Ukrainian war in Brent crude oil price forecasting: A comparative analysis of ARIMA, TARMA and ENNReg models

This article investigates the performance of three models - Autoregressive Integrated Moving Average (ARIMA), Threshold Autoregressive Moving Average (TARMA) and Evidential Neural Network for Regression (ENNReg) - in forecasting the Brent crude oil price, a crucial economic variable with a significa...

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Detalles Bibliográficos
Autores principales:	Mati, Sagiru, Radulescu, Magdalena, Saqib, Najia, Samour, Ahmed, Ismael, Goran Yousif, Aliyu, Nazifi
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier 2023
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10660497/ https://www.ncbi.nlm.nih.gov/pubmed/38027671 http://dx.doi.org/10.1016/j.heliyon.2023.e21439

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