Retrospective evaluation of energy system models and scenarios is essential for ensuring
their robustness for prospective policy support. However, quantitative evaluations currently …

In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

Motivated from Ross (1989) who maintains that asset volatilities are synonymous to the
information flow, we claim that cross-market volatility transmission effects are synonymous to …

In this study, an empirical mode decomposition (EMD) based neural network ensemble
learning paradigm is proposed for world crude oil spot price forecasting. For this purpose …

The importance of understanding the underlying characteristics of international crude oil
price movements attracts much attention from academic researchers and business …

As one of the most important energy resources, an accurate prediction for crude oil price can
effectively guarantee a rapid new production development with higher production quality …

This paper proposes a new method for crude oil price forecasting based on support vector
machine (SVM). The procedure of developing a support vector machine model for time …

The impact of extreme events on crude oil markets is of great importance in crude oil price
analysis due to the fact that those events generally exert strong impact on crude oil markets …

This paper describes a structural econometric model of the world oil market that can be used
to analyse oil market developments and risks. Oil demand depends on domestic economic …

This paper is aimed on the analysis of monthly spot oil prices (WTI) between 1986 and 2015.
The methodology is based on Dynamic Model Averaging (DMA) and Dynamic Model …