Oil Price Predictors: Machine Learning Approach

Oil Price Predictors: Machine Learning Approach

<p>The paper proposes a machine-learning approach to predict oil price. Market participants can forecast prices using such factors as: US key rate, US dollar index, S&P500 index, VIX index, US consumer price index. After analyzing the results and comparing the accuracy of the model fir...

Full description

Bibliographic Details
Main Authors:	Jaehyung An, Alexey Mikhaylov, Nikita Moiseev
Format:	Article
Language:	English
Published:	EconJournals 2019-07-01
Series:	International Journal of Energy Economics and Policy
Online Access:	https://www.econjournals.com/index.php/ijeep/article/view/7597

Similar Items

Machine Learning Approach in Heterogeneous Group of Algorithms for Transport Safety-Critical System
by: Jaehyung An, et al.
Published: (2020-04-01)

Retraction: Oil incomes spending in sovereign fund of Norway (GPFG)
by: Jaehyung An, et al.
Published: (2019-07-01)

The Strategy of South Korea in the Global Oil Market
by: Jaehyung An, et al.
Published: (2020-05-01)

Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects
by: Alexey Yurievich Mikhaylov
Published: (2018-03-01)

Renewable Energy Deployment and COVID-19 Measures for Sustainable Development
by: Miraj Ahmed Ahmed Bhuiyan, et al.
Published: (2021-04-01)

Influence Oil Price towards Macroeconomic Indicators in Russia
by: Anthony Nyangarika, et al.
Published: (2018-12-01)

Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries
by: Anthony Msafiri Nyangarika, et al.
Published: (2018-09-01)

Calculating the true level of predictors significance when carrying out the procedure of regression equation specification
by: Nikita A. Moiseev
Published: (2017-07-01)

Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model
by: Anthony Nyangarika, et al.
Published: (2018-12-01)

Predictors of tooth loss: A machine learning approach.
by: Hawazin W Elani, et al.
Published: (2021-01-01)

Pullout Strength Predictor: A Machine Learning Approach
by: Ravi Khatri, et al.
Published: (2019-10-01)

Trade war effects: evidence from sectors of energy and resources in Africa
by: Jaehyung An, et al.
Published: (2020-12-01)

Forecasting Electricity Prices: a Machine Learning Approach
by: Mauro Castelli, et al.
Published: (2020-05-01)

Oil and Gas Budget Revenues in Russia after Crisis in 2015
by: Alexey Mikhaylov
Published: (2019-02-01)

A new machine learning approach to house price estimation
by: Changchun Wang
Published: (2018-12-01)

Bioenergy Potential of Russia: Method of Evaluating Costs
by: Jaehyung An, et al.
Published: (2019-07-01)

Machine learning in option pricing
by: Stafford, D. (Daniel)
Published: (2019)

Groundwater Extraction in the South Korea’s Jeju Island: A Real Options Game Approach under Price Uncertainty
by: Jaehyung Lee, et al.
Published: (2021-03-01)

Forecasting cryptocurrency prices time series using machine learning approach
by: Derbentsev Vasily, et al.
Published: (2019-01-01)

Sound Deposit Insurance Pricing Using a Machine Learning Approach
by: Hirbod Assa, et al.
Published: (2019-04-01)

Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries
by: Alexey Yurievich Mikhaylov
Published: (2018-05-01)

Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques
by: Hashim, U.R, et al.
Published: (2017)

Data pricing in machine learning pipelines
by: Cong, Z., et al.
Published: (2022)

Machine Learning in Stock Price Forecast
by: Sun Zhen, et al.
Published: (2020-01-01)

Thermal calculations of underground oil pipelines
by: Moiseev Boris, et al.
Published: (2017-01-01)

Identifying Predictors of Psychological Distress During COVID-19: A Machine Learning Approach
by: Tracy A. Prout, et al.
Published: (2020-11-01)

Wavelet-support vector machine for forecasting palm oil price
by: Shabri, Ani, et al.
Published: (2019)

A new approach for crude oil price prediction based on stream learning
by: Shuang Gao, et al.
Published: (2017-01-01)

Predicting house prices with machine learning methods
by: Engström, Isak, et al.
Published: (2019)

Anticipating Cryptocurrency Prices Using Machine Learning
by: Laura Alessandretti, et al.
Published: (2018-01-01)

Machine learning approaches identify male body size as the most accurate predictor of species richness
by: Klemen Čandek, et al.
Published: (2020-08-01)

Can Gut Microbiota Be a Good Predictor for Parkinson’s Disease? A Machine Learning Approach
by: Daniele Pietrucci, et al.
Published: (2020-04-01)

Factors and predictors of length of stay in offenders diagnosed with schizophrenia - a machine-learning-based approach
by: Johannes Kirchebner, et al.
Published: (2020-05-01)

Ferroelectret-based Hydrophone Employed in Oil Identification—A Machine Learning Approach
by: Daniel R. de Luna, et al.
Published: (2020-05-01)

Oil price elasticities and oil price fluctuations
by: Caldara, D., et al.
Published: (2019)

Prediction of Dead Oil Viscosity: Machine Learning vs. Classical Correlations
by: Fahimeh Hadavimoghaddam, et al.
Published: (2021-02-01)

Comparative Analysis of Current Approaches to Quality Estimation for Neural Machine Translation
by: Sugyeong Eo, et al.
Published: (2021-07-01)

Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors
by: Taiyong Li, et al.
Published: (2019-09-01)

Modeling the pricing strategy of an e-commerce luxury fashion retailer: A machine learning approach
by: Diogo Vieira da Silva
Published: (2021)

Oil Price Shocks and Industry Stock Price: An Asymmetric Co-integration Approach
by: Yin-Sin Chang, et al.
Published: (2015)