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An empirical model of daily highs and lows of West Texas Intermediate crude oil prices. (2010). Wan, Alan ; He, Angela W. W., ; Wan, Alan T. K., ; Kwok, Jerry T. K., .
In: Energy Economics.
RePEc:eee:eneeco:v:32:y:2010:i:6:p:1499-1506.

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  1. A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI.
    In: Energy Economics.
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  2. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: Energy Economics.
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  3. Deterministic and uncertainty crude oil price forecasting based on outlier detection and modified multi-objective optimization algorithm. (2022). Hao, Yan ; Wang, Jianzhou ; Wu, Chunying.
    In: Resources Policy.
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  4. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
  5. A novel dynamic time-delay grey model of energy prices and its application in crude oil price forecasting. (2022). Wang, Guan ; Liu, Yunmei ; Duan, Huiming.
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  6. Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying.
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  7. Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh.
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  8. Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia.
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  9. Prediction regions for interval‐valued time series. (2020). Gonzalezrivera, Gloria ; Ruiz, Esther ; Luo, Yun.
    In: Journal of Applied Econometrics.
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  10. An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S.
    In: International Journal of Forecasting.
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  11. Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W.
    In: Energy Economics.
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  12. Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M.
    In: The North American Journal of Economics and Finance.
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  13. Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns. (2019). Ullah, Aman ; Golan, Amos ; Amanullah, ; Tuang, T S.
    In: Working Papers.
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  14. Prediction regions for interval-valued time series. (2019). Gonzalez-Rivera, Gloria ; Luo, Yun ; Ortega, Esther Ruiz.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  15. Multi-step-ahead crude oil price forecasting using a hybrid grey wave model. (2018). Chen, Yanhui ; Zheng, Aibing ; Zhang, Chuan.
    In: Physica A: Statistical Mechanics and its Applications.
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  16. Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model. (2017). Bao, Yukun ; Xiong, Tao ; Li, Chongguang.
    In: Economic Modelling.
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  17. Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M.
    In: Documentos de Trabajo CIEF.
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  18. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. (2016). Winker, Peter ; Blancofernandez, Angela .
    In: Journal of Forecasting.
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  19. Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. (2016). Hong, Yongmiao ; Yang, Wei ; Wang, Shouyang ; Han, AI.
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  20. Forecasting Crude Oil Price Using EEMD and RVM with Adaptive PSO-Based Kernels. (2016). Guo, Chaoqi ; Zhou, Min ; Li, Taiyong ; He, Ting ; Tao, Quanyi ; Pan, Fan ; Wu, Jiang ; Luo, Min.
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  21. Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A.
    In: Economic Modelling.
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  22. Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting. (2014). Xiong, Tao ; Hu, Zhongyi ; Bao, Yukun.
    In: Papers.
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  23. Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models. (2013). Hong, Yongmiao ; Han, AI ; He, Yanan ; Wang, Shouyang.
    In: Working Papers.
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  24. Beyond one-step-ahead forecasting: Evaluation of alternative multi-step-ahead forecasting models for crude oil prices. (2013). Xiong, Tao ; Hu, Zhongyi ; Bao, Yukun.
    In: Energy Economics.
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  25. Evaluation of electricity saving potential in Chinas chemical industry based on cointegration. (2012). Lin, Boqiang ; Wu, YA ; Zhang, LI.
    In: Energy Policy.
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    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1499-1506.

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  47. Forecasting crude oil market volatility: Further evidence using GARCH-class models. (2010). Wang, Yudong ; Huang, Dengshi ; Wei, YU.
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  48. International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models. (2010). Mohammadi, Hassan ; Su, Lixian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1001-1008.

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  49. Nonlinearity and intraday efficiency tests on energy futures markets. (2010). Yang, Jian ; Wang, Tao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:496-503.

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  50. Jumps in Oil Prices- Evidence and Implications. (2009). Gronwald, Marc.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_75.

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