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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |