Forecasting the crude oil prices based on econophysics and Bayesian approach
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Publication:2139336
DOI10.1016/J.PHYSA.2020.124663OpenAlexW3022628943MaRDI QIDQ2139336FDOQ2139336
Publication date: 17 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.124663
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Cited In (8)
- Forecasting Crude Oil Price with an Autoregressive Integrated Moving Average (ARIMA) Model
- Applying spline-based phase analysis to macroeconomic dynamics
- Dynamic forecasting performance and liquidity evaluation of financial market by econophysics and Bayesian methods
- Long-Term Projections for Commodity Prices—The Crude Oil Price Using Dynamic Bayesian Networks
- Forecasting price of financial market crash via a new nonlinear potential GARCH model
- Advanced strategies of portfolio management in the Heston market model
- Safe marginal time of crude oil price via escape problem of econophysics
- Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks
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