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Crude Oil Price Forecasting Techniques: A Comprehensive Review of Literature
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.20277openalex-extracted
Forecasting oil price movements: Exploiting the information in the futures market
inferredcites →https://doi.org/10.1002/jae.3950060105openalex-extracted
Toward efficiency in the crude‐oil market
inferredcites →https://doi.org/10.1007/11758549_63openalex-extracted
A New Method for Crude Oil Price Forecasting Based on Support Vector Machines
inferredcites →https://doi.org/10.1007/978-0-387-21706-2openalex-extracted
Modern Applied Statistics with S
inferredcites →https://doi.org/10.1007/978-3-540-30537-8_26openalex-extracted
A Novel Hybrid AI System Framework for Crude Oil Price Forecasting
inferredcites →https://doi.org/10.1016/0140-9883(91)90007-mopenalex-extracted
A comparison of petroleum futures versus spot prices as predictors of prices in the future
inferredcites →https://doi.org/10.1016/0140-9883(91)90042-xopenalex-extracted
Rational expectations, risk and efficiency in energy futures markets
inferredcites →https://doi.org/10.1016/0140-9883(94)90003-5openalex-extracted
Unbiasedness and time varying risk premia in the crude oil futures market
inferredcites →https://doi.org/10.1016/0161-8938(95)00022-4openalex-extracted
Expectations, target zones, and oil price dynamics
inferredcites →https://doi.org/10.1016/0169-2070(91)90004-fopenalex-extracted
Using belief networks to forecast oil prices
inferredcites →https://doi.org/10.1016/0169-2070(94)02004-9openalex-extracted
Probabilistic forecasts from probabilistic models: A case study in the oil market
inferredcites →https://doi.org/10.1016/0261-5606(94)90034-5openalex-extracted
Spread and volatility in spot and forward exchange rates
inferredcites →https://doi.org/10.1016/0264-9993(94)00004-oopenalex-extracted
A model of the world oil market for project LINK Integrating economics, geology and politics
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-extracted
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/0304-4076(94)90067-1openalex-extracted
Autoregressive conditional heteroskedasticity and changes in regime
inferredcites →https://doi.org/10.1016/0927-5398(93)90006-dopenalex-extracted
A long memory property of stock market returns and a new model
inferredcites →https://doi.org/10.1016/j.enbuild.2004.09.009openalex-extracted
Applying support vector machines to predict building energy consumption in tropical region
inferredcites →https://doi.org/10.1016/j.eneco.2005.07.001openalex-extracted
Modeling and forecasting cointegrated relationships among heavy oil and product prices
inferredcites →https://doi.org/10.1016/j.eneco.2005.09.004openalex-extracted
Are there exploitable inefficiencies in the futures market for oil?
inferredcites →https://doi.org/10.1016/j.eneco.2006.04.005openalex-extracted
Modeling and forecasting petroleum futures volatility
inferredcites →https://doi.org/10.1016/j.eneco.2007.11.004openalex-extracted
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
inferredcites →https://doi.org/10.1016/j.eneco.2008.01.011openalex-extracted
Comparison of historically simulated VaR: Evidence from oil prices
inferredcites →https://doi.org/10.1016/j.eneco.2008.04.002openalex-extracted
Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach
inferredcites →https://doi.org/10.1016/j.eneco.2008.04.010openalex-extracted
Oil prices: The role of refinery utilization, futures markets and non-linearities
inferredcites →https://doi.org/10.1016/j.eneco.2008.05.003openalex-extracted
Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm
inferredcites →https://doi.org/10.1016/j.eneco.2008.07.008openalex-extracted
Forecasting oil price movements with crack spread futures
inferredcites →https://doi.org/10.1016/j.eneco.2008.09.006openalex-extracted
Forecasting volatility of crude oil markets
inferredcites →https://doi.org/10.1016/j.eneco.2008.11.001openalex-extracted
Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models
inferredcites →https://doi.org/10.1016/j.eneco.2008.12.006openalex-extracted
CAViaR-based forecast for oil price risk
inferredcites →https://doi.org/10.1016/j.eneco.2009.01.006openalex-extracted
A novel algorithm for prediction of crude oil price variation based on soft computing
inferredcites →https://doi.org/10.1016/j.eneco.2009.05.001openalex-extracted
Regime-switching stochastic volatility: Evidence from the crude oil market
inferredcites →https://doi.org/10.1016/j.eneco.2010.04.009openalex-extracted
International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
inferredcites →https://doi.org/10.1016/j.eneco.2010.07.009openalex-extracted
Forecasting crude oil market volatility: Further evidence using GARCH-class models
inferredcites →https://doi.org/10.1016/j.eneco.2010.08.006openalex-extracted
Forecasting oil price trends using wavelets and hidden Markov models
inferredcites →https://doi.org/10.1016/j.eneco.2010.11.013openalex-extracted
Forecasting petroleum futures markets volatility: The role of regimes and market conditions
inferredcites →https://doi.org/10.1016/j.energy.2006.07.005openalex-extracted
Forecast of oil price and consumption in the short term under three scenarios: Parabolic, linear and chaotic behaviour
inferredcites →https://doi.org/10.1016/j.energy.2011.02.049openalex-extracted
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
inferredcites →https://doi.org/10.1016/j.enpol.2005.07.004openalex-extracted
Energy risk management and value at risk modeling
inferredcites →https://doi.org/10.1016/j.enpol.2005.10.017openalex-extracted
Modelling the world oil market: Assessment of a quarterly econometric model
inferredcites →https://doi.org/10.1016/j.enpol.2009.02.026openalex-extracted
Modeling and forecasting crude oil markets using ARCH-type models
inferredcites →https://doi.org/10.1016/j.ijforecast.2005.01.001openalex-extracted
A monthly crude oil spot price forecasting model using relative inventories
inferredcites →https://doi.org/10.1016/j.jbankfin.2007.12.020openalex-extracted
A Markov regime switching approach for hedging energy commodities
inferredcites →https://doi.org/10.1016/s0140-9883(00)00075-xopenalex-extracted
A semiparametric approach to short-term oil price forecasting
inferredcites →https://doi.org/10.1016/s0140-9883(01)00087-1openalex-extracted
A Markov switching model of the conditional volatility of crude oil futures prices
inferredcites →https://doi.org/10.1016/s0140-9883(02)00057-9openalex-extracted
An empirical exploration of the world oil price under the target zone model
inferredcites →https://doi.org/10.1016/s0140-9883(02)00096-8openalex-extracted
Implementing a stochastic model for oil futures prices
inferredcites →https://doi.org/10.1016/s0140-9883(02)00111-1openalex-extracted
Estimating oil price ‘Value at Risk’ using the historical simulation approach
inferredcites →https://doi.org/10.1016/s0140-9883(03)00052-5openalex-extracted
Market risk in commodity markets: a VaR approach
inferredcites →https://doi.org/10.1016/s0169-2070(99)00045-xopenalex-extracted
Forecasting the short-term demand for electricity
inferredcites →https://doi.org/10.1016/s0301-4215(03)00104-6openalex-extracted
On the predictive accuracy of crude oil futures prices
inferredcites →https://doi.org/10.1016/s0304-4076(95)01749-6openalex-extracted
Fractionally integrated generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/s0731-9053(04)19008-7openalex-extracted
A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL
inferredcites →https://doi.org/10.1016/s1085-7443(99)80065-9openalex-extracted
Efficiency in the crude oil futures market
inferredcites →https://doi.org/10.1017/cbo9780511753978.020openalex-extracted
A Long Memory Property of Stock Market Returns and a New Model
inferredcites →https://doi.org/10.1080/07350015.1990.10509794openalex-extracted
Persistence in Variance, Structural Change, and the GARCH Model
inferredcites →https://doi.org/10.1093/jjfinec/nbh009openalex-extracted
Mixed Normal Conditional Heteroskedasticity
inferredcites →https://doi.org/10.1093/jjfinec/nbh020openalex-extracted
A New Approach to Markov-Switching GARCH Models
inferredcites →https://doi.org/10.1109/cec.2001.934402openalex-extracted
Compumetric forecasting of crude oil prices
inferredcites →https://doi.org/10.1111/j.0277-0180.2005.00148.xopenalex-extracted
Explaining the so‐called “price premium” in oil markets
inferredcites →https://doi.org/10.1111/j.1468-0076.1992.tb00441.xopenalex-extracted
Oil futures and spot markets
inferredcites →https://doi.org/10.1111/j.1468-0076.2005.00153.xopenalex-extracted
Futures versus univariate forecast of crude oil prices
inferredcites →https://doi.org/10.1198/073500103288619359openalex-extracted
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model
inferredcites →https://doi.org/10.1198/073500105000000063openalex-extracted
A Test for Superior Predictive Ability
inferredcites →https://doi.org/10.1287/inte.24.2.116openalex-extracted
Neural Networks for the MS/OR Analyst: An Application Bibliography
inferredcites →https://doi.org/10.1287/mnsc.46.7.893.12034openalex-extracted
Short-Term Variations and Long-Term Dynamics in Commodity Prices
inferredcites →https://doi.org/10.17016/ifdp.2004.808openalex-extracted
The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk
inferredcites →https://doi.org/10.2139/ssrn.264569openalex-extracted
A Test for Superior Predictive Ability
inferredcites →https://doi.org/10.2139/ssrn.967408openalex-extracted
Forecasting Oil Price Movements: Exploiting the Information In the Future Market
inferredcites →https://doi.org/10.2307/2937922openalex-extracted
Target Zones and Exchange Rate Dynamics
inferredcites →https://doi.org/10.2307/2951763openalex-extracted
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
inferredcites →https://doi.org/10.3386/w11033openalex-extracted
The Predictive Content of Energy Futures: An Update on Petroleum, Natural Gas, Heating Oil and Gasoline
inferredcites →https://doi.org/10.3905/jod.1993.407876openalex-extracted
Forecasting Futures Market Volatility
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol15-no2-1openalex-extracted
Oil Price Forecasting in the 1980s: What Went Wrong?*
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol20-no2-1openalex-extracted
The Long-Run Evolution of Energy Prices
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol25-no4-4openalex-extracted
Does OPEC Matter? An Econometric Analysis of Oil Prices
inferredcites →https://doi.org/10.5547/issn0195-6574-ej-vol27-no4-4openalex-extracted
Forecasting Nonlinear Crude Oil Futures Prices
inferredcites →https://doi.org/10.1002/jae.849openalex-snapshot
Normal mixture GARCH(1,1): applications to exchange rate modelling
inferredcites →https://doi.org/10.1016/j.eneco.2009.01.002openalex-snapshot
Physical market determinants of the price of crude oil and the market premium
inferredcites →https://doi.org/10.1080/07350015.1994.10524546openalex-snapshot
A Markov Model of Switching-Regime ARCH
inferredcites →https://doi.org/10.3386/w2481openalex-snapshot
Target Zones and Exchange Rate Dynamics
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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The usefulness of oil price forecasts—Evidence from survey predictions
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Development of MI-ANFIS-BBO Model for Forecasting Crude Oil Price
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An Ensemble LGBM (Light Gradient Boosting Machine) Approach for Crude Oil Price Prediction
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Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods
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Comparative study of different risk measures for robust optimization of oil production under the market uncertainty: a regret-based insight
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OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models
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Exploring Chromium Ore Consumption: New Perspectives from Hybrid CEEMDAN–S-Curve Modeling
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Oil Extraction and Price Dynamics
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A hybrid statistical and machine learning based forecasting framework for the energy sector
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On the predictability of energy commodity markets by an entropy-based computational method
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Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time?
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Forecasting the Real Price of Oil - Time-Variation and Forecast Combination
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Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures
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The power of investors’ optimism and pessimism in oil market forecasting
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A novel interval-based hybrid framework for crude oil price forecasting and trading
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A new approach for crude oil price prediction based on stream learning
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Forecasting European thermal coal spot prices
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A new crude oil price forecasting model based on variational mode decomposition
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The economic and financial properties of crude oil: A review
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Beyond the pan-european standard for reporting of exploration results, mineral resources and reserves
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Forecasting crude oil real prices with averaging time-varying VAR models
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Forecasting oil prices over 150 years: The role of tail risks
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Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?
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Household income prediction model due to fuel price fluctuation: A review
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Beyond the Barrel: Evolving Oil Price Forecasting Models in an Era of Uncertainty and Transition
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A study of univariate forecasting methods for crude oil price
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A Novel Approach for Reconstruction of IMFs of Decomposition and Ensemble Model for Forecasting of Crude Oil Prices
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Predicting Natural Gas Spot Prices Using Artificial Neural Network
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Forecasting Energy Commodities Prices with Bayesian Model Combination Schemes
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Predicting Propane Demand Generation with Autoregressive Artificial Neural Networks
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A Multi-recurrent Network for Crude Oil Price Prediction
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Strategic alignment of pricing oil products from Brent conditionally on market regimes using Markov and cluster‐based switching dynamics
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Selection of Machine Learning Models for Oil Price Forecasting: Based on the Dual Attributes of Oil
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A Novel Look Back N Feature Approach towards Prediction of Crude Oil Price
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Analysis of Bayesian Symbolic Regression Applied to Crude Oil Price
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Conditional Probability of Jumps in Oil Prices
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Investigating The Impact Of Crude Oil Prices On Renewable Energies And Its Strategic Implications For Canadian Oil And Gas Companies
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