Forecast the role of GCC financial stress on oil market and GCC financial markets using convolutional neural networks

DOI10.1007/S10690-022-09387-3OpenAlexW4304893023MaRDI QIDQ6131009FDOQ6131009

Authors Taicir Mezghani, Mouna Boujelbène Abbes

Publication date 3 April 2024

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-022-09387-3

zbMATH Keywords

oil shocks1D-CNN approach and portfolio optimizationCovid-19 crisisGCC financial stressGCC stock-bond market returns

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cites work

• A neural network approach to understanding implied volatility movements
• Evaluating Volatility and Correlation Forecasts
• Forecasting Stock Market Volatility with Regime-Switching GARCH Models
• Forecasting the crude oil prices based on econophysics and Bayesian approach

Cited in

(1)

• Forecasting commodity prices: empirical evidence using deep learning tools

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