Forecasting crude oil futures prices using global macroeconomic news sentiment

DOI10.1093/IMAMAN/DPZ011OpenAlexW2962730525MaRDI QIDQ5000454FDOQ5000454

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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