Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach

Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach

The rapid fluctuations in global crude oil prices are one of the important factors affecting both the sustainable development and the green transformation of the global economy. To accurately measure the risks of crude oil prices, in the context of big data, this study introduces the two-layer non-n...

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Bibliographic Details
Main Authors: Lu-Tao Zhao, Li-Na Liu, Zi-Jie Wang, Ling-Yun He
Format: Article
Language:English
Published: MDPI AG 2019-07-01
Series:Sustainability
Subjects:
oil price volatility
risk identification
VaR
big data
natural language processing
two-layer non-negative matrix factorization
Online Access:https://www.mdpi.com/2071-1050/11/14/3892

Internet

https://www.mdpi.com/2071-1050/11/14/3892

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