Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options

Oil price changes significantly influence proper functioning of the entire world economy, which entails the risk of losses. One of the possible ways to reduce this risk is to use some dedicated risk management tools, such as options contracts. In this paper we investigate the possibility of using mu...

Full description

Bibliographic Details
Main Authors: Radosław Puka, Bartosz Łamasz
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/17/4359