Title:Enhancing the predictability of crude oil markets with hybrid wavelet approaches Author(s):UDDIN, Gazi Salah; GENCAY, Ramazan; BEKIROS, Stelios D.; SAHAMKHADAM, MaziarDate:2019Citation:
- Economics letters, 2019, Vol. 182, pp. 50-54
Type:ArticleAbstract:We explore the robustness, efficiency and accuracy of the multi-scale forecasting in crude oil markets. We adopt a novel hybrid wavelet auto-ARMA model to detect the inherent nonlinear dynamics of crude oil returns with ...