Forecasting Day-Ahead Brent Crude Oil Prices Using Hybrid Combinations of Time Series Models

Crude oil price forecasting is an important research area in the international bulk commodity market. However, as risk factors diversify, price movements exhibit more complex nonlinear behavior. Hence, this study provides a comprehensive analysis of forecasting Brent crude oil prices by comparing va...

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Bibliographic Details
Main Authors: Hasnain Iftikhar, Aimel Zafar, Josue E. Turpo-Chaparro, Paulo Canas Rodrigues, Javier Linkolk López-Gonzales
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/16/3548