A Mutual Information-Based Network Autoregressive Model for Crude Oil Price Forecasting Using Open-High-Low-Close Prices
The global financial markets are greatly affected by crude oil price movements, indicating the necessity of forecasting their fluctuation and volatility. Crude oil prices, however, are a complex and fundamental macroeconomic variable to estimate due to their nonlinearity, nonstationary, and volatili...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-09-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/17/3172 |