Results 251 to 260 of about 17,904 (285)

Crude Oil Price Determinants [PDF]

open access: possible, 2007
Based on monthly observations, I specify an econometric model capturing the driving forces behind the crude oil price series in recent years. A large set of covariates, such as supply and demand variables as well as futures market variables, is used to test the impact on the crude oil price.
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Crude oil price forecasting using XGBoost

2017 International Conference on Computer Science and Engineering (UBMK), 2017
One of the most important role of economic variables in today's world countries are the price and the change of the price of crude oil. Changes in the price of crude oil have a very critical role in terms of treasury and budget, both in company and state planning.
Gumus, Mesut, Kiran, Mustafa S.
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Intelligent Crude Oil Price Forecaster

2014 13th International Conference on Machine Learning and Applications, 2014
We propose two ensemble regression algorithms for forecasting the daily price of crude oil from features extracted from the U.S. Energy Administration and some international news agencies. An ensemble regression model consists of a group of homogeneous regressors with varying parameters, e.g. Linear regression models with different ridge regularization
Ardalan Tebyanian, Fares Hedayati
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Forecasting crude oil price volatility

International Journal of Forecasting, 2018
Abstract We use high-frequency intra-day realized volatility data to evaluate the relative forecasting performances of various models that are used commonly for forecasting the volatility of crude oil daily spot returns at multiple horizons. These models include the RiskMetrics, GARCH, asymmetric GARCH, fractional integrated GARCH and Markov ...
Ana María Herrera   +2 more
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CRUDE OIL PRICE DIFFERENTIALS

OPEC Review, 1978
The search for a solution to the vexed problem of crude oil price differentials continues to exercise the minds of OPEC experts. And in the opinion of Adrian Al‐Janabi, who dealt with the history of this subject in a previous Paper (OPEC Review, Vol. 1, No.
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Oligopolistic Pricing of Crude Oil Futures

Economic Record, 1992
This paper applies a game‐theoretic model of oligopolistic pricing to the crude oil futures contracts traded on the Brent 15‐Day market and the London International Petroleum Exchange (IPE). Particular attention is given to the organizational features of the Brent 15‐Day market and to the successive changes in the IPE ...
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Price Discovery in Crude Oil Prices

SSRN Electronic Journal, 2011
I examine the relative information roles among West Texas Intermediate spot crude price and four futures contracts (F1 through F4) with different maturities. Using a cointegrated system with a non-unitary cointegrating vector, I address price discovery by investigating which price is more responsive to a common trend shock.
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