Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling

This study examines the forecasting power of the gas price and uncertainty indices for crude oil prices. The complex characteristics of crude oil price such as a non-linear structure, time-varying, and non-stationarity motivate us to use a newly proposed approach of machine learning tools called XGB...

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Detalles Bibliográficos
Autores principales: Tissaoui, Kais, Zaghdoudi, Taha, Hakimi, Abdelaziz, Nsaibi, Mariem
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9483467/
https://www.ncbi.nlm.nih.gov/pubmed/36157277
http://dx.doi.org/10.1007/s10614-022-10305-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9483467/
https://www.ncbi.nlm.nih.gov/pubmed/36157277
http://dx.doi.org/10.1007/s10614-022-10305-y

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