Brent Crude Oil Daily Price Forecast by Combining Principal Components Analysis and Support Vector Regression methods

Anticipating process of crude oil prices and its fluctuations volatility has always been one of the challenges the traders face in the exchange oil markets. This study estimates the Brent crude oil daily price forecast with a proposed hybrid model. The sample is Brent North Sea crude oil daily price...

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Bibliographic Details
Main Authors: Elham Hajikaram, Roya Darabi
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2017-12-01
Series:Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān
Subjects:
Online Access:https://jiee.atu.ac.ir/article_9047_f6f2b509ef7db1c0fffccb5714d01c48.pdf