Google Index-Driven Oil Price Value-at-Risk Forecasting: A Decomposition Ensemble Approach
The oil price is influenced not only by the fundamentals of supply and demand but also by unpredictable political conflicts, climate emergencies, and investor intentions, which cause enormous short-term fluctuations in the oil price. The proposition of the Google index-driven decomposition ensemble...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9210624/ |