Energy pricing during the COVID-19 pandemic: Predictive information-based uncertainty indexes with machine learning algorithm
The study investigates the impact of uncertainties on energy pricing during the COVID-19 pandemic using five uncertainty measures that include the COVID-Induced Uncertainty (CIU), Economic Policy Uncertainty (EPU), Global Fear Index (GFI); Volatility Index (VIX), and the Misinformation Index of Unce...
Main Authors: | , , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2021-11-01
|
Series: | Intelligent Systems with Applications |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2667305321000399 |