Energy Strategy Reviews, 2022 This research estimated the smooth transition autoregressive model with exogenous variables to evaluate the non-linearity of West Texas Intermediate (WTI) crude oil price from the exchange rate of US dollar and WTI crude oil production. The sample period
Yu-Tai Yang +3 more
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Fractal scaling in crude oil price evolution via Time Series Analysis (TSA) of historical data [PDF]
, 2009 This paper presents historical price data for two different crude oil types and examines the stationarity and inherent structure in oil price variation, applying many degrees of time resolution.
Gerogiorgis, Dimitrios I
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Effects of International Crude Oil Prices on Energy Consumption in China
Energies, 2020 This study aims to test the effects of changes in international crude oil prices on changes in crude oil and hydropower use from 1965 to 2016. We suggest a cointegration relationship between the consumption of coal, crude oil, and hydropower and the real
Gaolu Zou, Kwong Wing Chau
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Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process
American Business Review, 2020 This study empirically investigates the contributions of three crude oil-based exchange-traded funds (ETFs) in the price discovery process. Using daily data on the crude oil spot, near month crude oil futures, and three crude-oil-based ETFs, we analyze ...
Keshab Shrestha +2 more
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Implementation of Geometric Brownian Motion to Predict Crude Oil Prices
Numerical: Jurnal Matematika dan Pendidikan Matematika, 2022 Crude oil has a vital role in the economic growth of a country because crude oil is a source of energy driving the economy. To maintain economic stability, the price of crude oil in the coming period needs to be anticipated by making predictions on ...
Feby Seru +4 more
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Sugeno Intuitionistic Fuzzy Generator Based Computational Technique for Crude Oil Price Forecasting [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2020 Crude oil being a significant source of energy, change of crude oil price can affect the global economy. In this paper, a new approach based on the intuitionistic fuzzy set theory has been implemented to predict the crude oil price.
Gunjan Goyal, Dinesh C. S. Bisht
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An analysis of crude oil prices in the last decade (2011-2020): With deep learning approach
PLoS ONE, 2023 Crude Oil is one of the most important commodities in this world. We have studied the effects of Crude Oil inventories on crude oil prices over the last ten years (2011 to 2020).
Abhibasu Sen +2 more
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Influencing Factors Analysis of Crude Oil Futures Price Volatility Based on Mixed-Frequency Data
Applied Sciences, 2020 This article takes into account the form of mixed data as well as the peak and thick tail characteristics contained in the data characteristics, expands the GARCH-MIDAS (Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling) model,
Congxin Wu +4 more
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Economic Policy Uncertainty and Energy Prices: Empirical Evidence from Multivariate DCC-GARCH Models
Energies, 2022 Crude oil and natural gas are crucial to the Russian economy. Therefore, this study examined the interconnections between crude oil price, natural gas price, and Russian economic policy uncertainty (EPU) over the period 1994–2019 using multivariate DCC ...
Salim Hamza Ringim +3 more
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The decline of crude oil price influence on the RON/EUR exchange rate [PDF]
Risk in Contemporary Economy, 2018 This paper approaches the sensitivity to the external turbulences of the crude oil price influence on the exchanges rates from Romania. This country has a particular situation being an importer of the crude oil and an exporter of refined petroleum ...
Ramona DUMITRIU, Razvan STEFANESCU
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