Forecasting crude oil markets
(2024)
Journal Article
Li, J., Alroomi, A., & Nikolopoulos, K. (2024). Forecasting crude oil markets. Journal of Econometrics and Statistics, 4(1), 15-51. https://doi.org/10.47509/JES.2024.v04i01.02
In this research daily crude oil data from U.S, Energy Information Administration from 2000-2019 is explored to test the forecasting accuracy by drawing the comparison between multiple models.
Forecasting models discussed in the research cover regre...
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