Enhancing the predictability of crude oil markets with hybrid wavelet approaches
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DOI: 10.1016/j.econlet.2019.05.041
Abstract: Abstract We explore the robustness, efficiency and accuracy of the multi-scale forecasting in crude oil markets. We adopt a novel hybrid wavelet auto-ARMA model to detect the inherent nonlinear dynamics of crude oil returns with… read more here.
Keywords: oil markets; oil; hybrid wavelet; crude oil ... See more keywords