Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes
نویسندگان
چکیده
منابع مشابه
Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes
This study proposes a multiple kernel learning (MKL)-based regression model for crude oil spot price forecasting and trading. We used a well-known trend-following technical analysis indicator, the moving average convergence and divergence (MACD) indicator, for extracting features from original spot prices. Additionally, we factored in the possibility that movements of target crude oil prices ma...
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Crude oil pricing is commonly expressed as a formula referenced to Brent or WTI crude oil. The final price of these two qualities and the spread between WTI and Brent can drive the decision when the purchase of a crude oil cargo is evaluated. A crude oil price-forecasting model is presented. It is based on past data, inventory level and volatility index and it is derived with a neuro fuzzy infe...
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ژورنال
عنوان ژورنال: Energies
سال: 2014
ISSN: 1996-1073
DOI: 10.3390/en7052761