Forecasting crude oil futures prices using global macroeconomic news sentiment

DOI10.1093/IMAMAN/DPZ011MaRDI QIDQ5000454zbMATH OpenOpenAlexFDO

Authors Zryan A. Sadik, Paresh Date, Gautam Mitra

Publication date 13 July 2021

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL http://bura.brunel.ac.uk/handle/2438/18386

zbMATH Keywords

Kalman filterforecastingcrude oilmacroeconomic news sentiment

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)

Cited in

(1)

• Forecasting interval-valued crude oil prices using asymmetric interval models

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