On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach (Q2151655): Difference between revisions

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+https://doi.org/10.1007/s10479-020-03652-2
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+W3034948842
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+WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
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+Long memory and crude oil's price predictability
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+A new statistic and practical guidelines for nonparametric Granger causality testing
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+Q4113288
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+Optimal dynamic hedging via copula-threshold-GARCH models
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+Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
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+Recursive maximum likelihood method for the identification of Hammerstein ARMAX system
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+Identification of Hammerstein-Wiener models
@@ Property / cites work: Identification of Hammerstein-Wiener models / rank @@
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+Publication:2151655