forecasting crude oil prices
Application of Arima and Garch models in forecasting crude oil prices
... of oil is highly dependent on both its grade, determined by factors such as its specific API gravity, sulphur content and also location of ...of oil is not traded on an exchange but on an over-the- counter ...
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Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks Based Super Efficiency DEA Model
... competing forecasting models, a complete ranking is desirable and could potentially be obtained by the super-efficiency DEA framework proposed by Xu and Ouenniche ...
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Wavelet Transform and Autoregressive Integrated Moving Average Combination Approach in Crude Oil Prices Forecasting
... of crude oil used in benchmarking oil ...WTI crude oil is high in quality and is produced within the Midwest and Gulf Coast regions in the ...benchmark oil price for worldwide ...
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Financial Analytics: Time Series Analysis Impact Of Crude Oil Prices On Automotive Stock
... of crude oil prices in automotive stock. Crude oil being an important economic factor, studying it with respect to automotive stock is imperative its effect, in order to build ...
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The Relation between Implied Volatility Index and Crude Oil Prices
... significant forecasting ability to predict future market volatility ...future crude oil market volatility; henceforth, it is important to study the relationship between OVX and WTI/USO futures ...
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Crude oil price variability and its impact on ethanol prices
... between oil, gasoline and ethanol prices focus on the ...of oil and the price of gasoline and ethanol is useful for several ...the oil price and the biofuel price is helpful for ...
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A hybrid Bayesian-network proposition for forecasting the crude oil price
... The crude price forecasting was attempted from periods of time ten days ...the crude prices for the ten out-of-sample days immediately ...
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Forecasting oil prices
... the crude oil prices and the oil market fundamentals but also for all other macro- financial ...monthly crude oil ...its forecasting performance against the ...
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Forecasting on Crude Palm Oil Prices Using Artificial Intelligence Approaches
... The artificial intelligence based forecasting approaches is an increasingly important area for the time series fore- casting. Therefore, it is difficult to ignore the use of ANN model to predict the reliable ...
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Do Crude Oil Prices Affect Energy Consumption in Nigeria?
... (consumer prices- annual %), domestic credit to private sector (% of GDP) and the ratio of total trade (export and import) to GDP are included in this study to control for economic conditions in the level of ...
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EMPIRICAL ANALYSIS OF MACROECONOMIC FACTORS AND CRUDE OIL PRICES IN GHANA
... to crude oil prices in ...world crude oil price significantly explained movements in the GDPGR with short run movement in the REER explaining movements in the ...
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Speculation, futures prices, and the US real price of crude oil
... of oil and factors that affect its movement over time: futures prices, the value of the dollar, exploration, demand, and ...the crude oil ...of oil appears to be determined ...
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Seasonal Arima Modelling of Nigerian Monthly Crude Oil Prices
... the prices by a multiplicative seasonal ARIMA model. Crude oil being the mainstay of the Nigerian economy, the modelling of its prices has engaged the attention of many researchers, a few of ...
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The interdependence of Taiwanese and Japanese stock prices
... stock prices and economic ...stock prices in nine of the world’s major stock markets, located in Canada, France, Germany, Italy, Switzerland, Japan, Hong Kong, the UK, and the ...stock prices have ...
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Ups And Downs In The Indian Economy: The Impact Of Crude Oil Prices
... in prices of crude and has stabilized the exchange ...and crude oil price for 15 years (Soundarapandiyan, 2017). India‘s oil industry position and deterioration of crude ...Then ...
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Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
... Stelios & Cees [20] investigates the linear and nonlinear causal linkages be- tween daily spot and futures prices for maturities of one, two, three and four months of West Texas Intermediate (WTI) crude ...
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The Impact of Low Oil Prices on the Trade Balance of Balkan Countries and their Energy Security
... of oil prices at the level of 50-60 USD / bbl in the first half of 2015 was not maintained and the continued imbalance in the market pushed the price of oil (Brent and WTI) to the price of USD 27 / ...
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Oil Retail Pricing and Price Controls: A Case of Oil Marketing Sector in Kenya
... in crude oil prices and exchange rates on oil retail prices (Manning, 1991; Really et ...in crude oil prices to a high of US $ 147 per barrel (in the second half of ...
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PRICE DYNAMISM OF PEPPER IN SPOT AND FUTURES MARKET
... The table 4 shows the results of Granger causality test for spot and futures prices of pepper. The upper row of the f-statistic column for each commodity states the null hypothesis that futures price does not ...
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A dynamic analysis of causality between prices of corn, crude oil and ethanol
... the prices of ...the prices of fossil fuel, including crude oil ...of crude oil has the greatest influence on food prices because its increasing price raises both ...
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