Oil Price Forecasting Using a Time-Varying Approach

The international crude oil market plays an important role in the global economy. This paper uses a variable time window and the polynomial decomposition method to define the trend term of time series and proposes a crude oil price forecasting method based on time-varying trend decomposition to desc...

Full description

Bibliographic Details
Main Authors: Lu-Tao Zhao, Shun-Gang Wang, Zhi-Gang Zhang
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/6/1403