CRUDE OIL PRICE FORECASTING TECHNIQUES IN THE WORLD MARKET

被引：0
|
作者：
Muradov, Adalat [1 ]
Hasanli, Yadulla [2 ,3 ]
Hajiyev, Nazim [1 ,4 ]
机构：
[1] Azerbaijan State Univ Econ UNEC, Baku, Azerbaijan
[2] Azerbaijan State Univ Econ UNEC, Sci Res Inst Econ Studies, Baku, Azerbaijan
[3] ANAS, Inst Control Syst, Baku, Azerbaijan
[4] Harvard Univ, Davis Ctr Russian & Eurasian Studies, Boston, MA 02115 USA
来源：
PROCEEDINGS OF THE 6TH INTERNATIONAL CONFERENCE ON CONTROL AND OPTIMIZATION WITH INDUSTRIAL APPLICATIONS, VOL I | 2018年
关键词：
Crude oil prices; forecasting methods; ARIMA; Holt; ARCH /GARCH models;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The existing forecasting methods is studied in the research by considering all these cases and forecasting of mean oil price in the world market for medium and long-term period with Trend, ARIMA, Holt, ARCH / GARCH models have been forecasted for the 2018-2020.
引用
收藏
页码：279 / 281
页数：3
相关论文
共 50 条
  • [21] Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques
    Kanchymalay, Kasturi
    Salim, N.
    Sukprasert, Anupong
    Krishnan, Ramesh
    Hashim, Ummi Raba'ah
    INTERNATIONAL RESEARCH AND INNOVATION SUMMIT (IRIS2017), 2017, 226
  • [22] FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS
    Chen, Shiu-sheng
    ECONOMIC INQUIRY, 2014, 52 (02) : 830 - 844
  • [23] Daily Crude Oil Price Forecasting Based on Improved CEEMDAN, SCA, and RVFL: A Case Study in WTI Oil Market
    Wu, Jiang
    Miu, Feng
    Li, Taiyong
    ENERGIES, 2020, 13 (07)
  • [24] Oil market - BP denies crude price manipulation
    不详
    CHEMISTRY & INDUSTRY, 2001, (02) : 31 - 31
  • [25] Combination of forecasts for the price of crude oil on the spot market
    Azevedo, Vitor G.
    Campos, Lucila M. S.
    INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2016, 54 (17) : 5219 - 5235
  • [26] Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
    Wang, Jie
    Wang, Jun
    ENERGY, 2016, 102 : 365 - 374
  • [27] Forecasting the price of crude oil via convenience yield predictions
    Knetsch, Thomas A.
    JOURNAL OF FORECASTING, 2007, 26 (07) : 527 - 549
  • [28] Forecasting Crude Oil Price with Multiscale Denoising Ensemble Model
    Li, Xia
    He, Kaijian
    Lai, Kin Keung
    Zou, Yingchao
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 2014
  • [29] Interval decomposition ensemble approach for crude oil price forecasting
    Sun, Shaolong
    Sun, Yuying
    Wang, Shouyang
    Wei, Yunjie
    ENERGY ECONOMICS, 2018, 76 : 274 - 287
  • [30] A VAR-SVM model for crude oil price forecasting
    Zhao, Lutao
    Cheng, Lei
    Wan, Yongtao
    Zhang, Hao
    Zhang, Zhigang
    INTERNATIONAL JOURNAL OF GLOBAL ENERGY ISSUES, 2015, 38 (1-3) : 126 - 144
12345