Linear Ensembles for WTI Oil Price Forecasting

Linear Ensembles for WTI Oil Price Forecasting

This paper investigated the use of linear models to forecast crude oil futures prices (WTI) on a monthly basis, emphasizing their importance for financial markets and the global economy. The main objective was to develop predictive models using time series analysis techniques, such as autoregressive...

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Bibliographic Details
Main Authors: João Lucas Ferreira dos Santos, Allefe Jardel Chagas Vaz, Yslene Rocha Kachba, Sergio Luiz Stevan, Thiago Antonini Alves, Hugo Valadares Siqueira
Format: Article
Language:English
Published: MDPI AG 2024-08-01
Series:Energies
Subjects:
oil
time series
ensembles
linear models
metaheuristics
Online Access:https://www.mdpi.com/1996-1073/17/16/4058

Internet

https://www.mdpi.com/1996-1073/17/16/4058

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