Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models

Crude oil price forecasting is an important research area in the international bulk commodity market. However, as risk factors diversify, price movements exhibit more complex nonlinear behavior. Hence, this study provides a comprehensive analysis of forecasting Brent crude oil prices by comparing va...

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Autores principales:	Iftikhar, Hasnain, Zafar, Aimel, Turpo Chaparro, Josue Edison, Canas Rodrigues, Paulo, López Gonzales, Javier Linkolk
Formato:	Artículo
Lenguaje:	inglés
Publicado:	2023
Materias:	Brent spot crude oil price forecasting Hodrick–Prescott filter time series models hybrid approach
Acceso en línea:	Ver en el sistema de origen Enlace permanente (DOI o Handle) Enlace permanente (DOI o Handle)
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