Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks

J Zhang, S Guo, B Dou, B Xie - Energy Economics, 2023 - Elsevier
Since its launch, China's crude oil futures (COIL) have gradually integrated with the
international financial market but undoubtedly face more risks. For the purpose of exploring …

A dynamic clustering ensemble learning approach for crude oil price forecasting

J Yuan, J Li, J Hao - Engineering Applications of Artificial Intelligence, 2023 - Elsevier
Accurate oil price forecasts matter, yet the nonstationarity of oil prices makes forecasting a
challenging task. In this study, we propose a dynamic ensemble forecasting method for …

Interval prediction approach to crude oil price based on three-way clustering and decomposition ensemble learning

B Sun, J Bai, X Chu, S Sun, Y Li, H Li - Applied Soft Computing, 2022 - Elsevier
Prediction methods have become a hot topic in intelligent decision making. Most of the
existing prediction methods focus on the prediction accuracy and stability. As a second …

[HTML][HTML] Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting

Y Zhao, W Zhang, X Liu - Applied Soft Computing, 2024 - Elsevier
Financial time series forecasting is a difficult task due to the complexity and volatility of
financial markets. Machine learning models have been applied to tackle this task, but finding …

Petroleum products consumption forecasting based on a new structural auto-adaptive intelligent grey prediction model

FE Sapnken, JG Tamba - Expert Systems with Applications, 2022 - Elsevier
The demand for petroleum products has risen rapidly over the last two decades, owing
mostly to the residential, transports and industrial sectors. Precise mid and long-term …

Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy

K Yang, Z Cheng, M Li, S Wang, Y Wei - Applied Energy, 2024 - Elsevier
To mitigate the impact of market uncertainty on trading investments, this paper proposes a
forecasting and investing framework for crude oil market by integrating interval models and …

Uncertainty index and stock volatility prediction: evidence from international markets

X Gong, W Zhang, W Xu, Z Li - Financial Innovation, 2022 - Springer
This study investigates the predictability of a fixed uncertainty index (UI) for realized
variances (volatility) in the international stock markets from a high-frequency perspective …

Application of hybrid model based on CEEMDAN, SVD, PSO to wind energy prediction

Y Zhang, Y Chen - Environmental Science and Pollution Research, 2022 - Springer
In recent years, a series of environmental problems have come one after another under the
use of traditional fossil energy, such as greenhouse effect, acid rain, haze and so on. In …

Bionic-inspired oil price prediction: Auditory multi-feature collaboration network

H Wu, Y Liang, XZ Gao, JN Heng - Expert Systems with Applications, 2024 - Elsevier
Predictions of the oil price are critical to support intelligent decision-making for individual
investors, governments, and corporations, but a challenging task since there are complex …

Hybrid forecasting system considering the influence of seasonal factors under energy sustainable development goals

G Li, Z Pan, Z Qi, H Wang, T Wang, Y Zhao, Y Zhang… - Measurement, 2023 - Elsevier
As environmental concerns and the energy crisis intensify, advancing the use of new energy
sources such as wind and photovoltaic is an important means to achieve sustainable energy …