Forecasting crude oil prices: do technical indicators need economic constraints?

DOI10.1080/14697688.2022.2074305zbMath1497.91226OpenAlexW4280524721MaRDI QIDQ5092666

Yaojie Zhang, Danyan Wen, Mengxi He, Li Liu

Publication date: 22 July 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2074305

zbMATH Keywords

shrinkage methodscrude oil pricesout-of-sample forecastingeconomic constraintstechnical indicators

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Complete subset regressions
• Approximately normal tests for equal predictive accuracy in nested models
• Forecasting economic time series using targeted predictors
• Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
• Rolling window selection for out-of-sample forecasting with time-varying parameters
• WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing
• Determinants of oil futures prices and convenience yields

This page was built for publication: Forecasting crude oil prices: do technical indicators need economic constraints?