Forecasting commodity prices: empirical evidence using deep learning tools

DOI10.1007/S10479-022-05076-6MaRDI QIDQ6589083zbMATH OpenFDO

Authors H. Ben Ameur, Sahbi Boubaker, Zied Ftiti, Wael Louhichi, Kais Tissaoui

Publication date 19 August 2024

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

deep learningforecastingcommodity marketsperformance metricsBloomberg commodity index

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cites work

• Forecasting energy commodity prices using neural networks
• Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
• Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
• Natural resource prices: Will they ever turn up?
• Non-renewable resource prices: deterministic or stochastic trends?
• On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
• Trends in natural resource commodity prices: Deterministic or stochastic?

Cited in

(1)

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

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