Incorporating Russo-Ukrainian war in Brent crude oil price forecasting: A comparative analysis of ARIMA, TARMA and ENNReg models

Incorporating Russo-Ukrainian war in Brent crude oil price forecasting: A comparative analysis of ARIMA, TARMA and ENNReg models

This article investigates the performance of three models - Autoregressive Integrated Moving Average (ARIMA), Threshold Autoregressive Moving Average (TARMA) and Evidential Neural Network for Regression (ENNReg) - in forecasting the Brent crude oil price, a crucial economic variable with a significa...

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Bibliographic Details
Main Authors: Sagiru Mati, Magdalena Radulescu, Najia Saqib, Ahmed Samour, Goran Yousif Ismael, Nazifi Aliyu
Format: Article
Language:English
Published: Elsevier 2023-11-01
Series:Heliyon
Subjects:
Brent crude oil price
TARMA model
ENNReg model
ARIMA model
Russo-Ukrainian war
Forecasting
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844023086474

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http://www.sciencedirect.com/science/article/pii/S2405844023086474

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