Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics

Quantifying complexity of financial short-term time series by composite multiscale entropy measure

(2015) Hongli Niu et al.   Communications in Nonlinear Science and Numerical Simulation

A Novel Hybrid Forecasting Method Using GRNN Combined With Wavelet Transform and a GARCH Model

(2015) J. Zhang et al.   Energy Sources Part B-Economics Planning and Policy

Asymmetric long-term autocorrelations in crude oil markets

(2015) J. Alvarez-Ramirez et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

A Novel Hybrid Forecasting Method Using GRNN Combined With Wavelet Transform and a GARCH Model

(2015) J. Zhang et al.   Energy Sources Part B-Economics Planning and Policy

Interest rate spreads and output: A time scale decomposition analysis using wavelets

(2014) Marco Gallegati et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Crude Oil Spot Price Forecasting Based on Multiple Crude Oil Markets and Timeframes

(2014) Shangkun Deng et al.   Energies

Predicting oil price movements: A dynamic Artificial Neural Network approach

(2014) Ali Abbasi Godarzi et al.   ENERGY POLICY

Testing the evolution of crude oil market efficiency: Data have the conn

(2014) Bing Zhang et al.   ENERGY POLICY

Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis

(2014) Rui Pascoal et al.   Entropy

Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets

(2014) Muhammad Shahbaz et al.   JOURNAL OF APPLIED STATISTICS

Weighted multiscale permutation entropy of financial time series

(2014) Yi Yin et al.   NONLINEAR DYNAMICS

US stock market efficiency over weekly, monthly, quarterly and yearly time scales

(2014) E. Rodriguez et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Improved wavelet entropy calculation with window functions and its preliminary application to study intracranial pressure

(2013) Peng Xu et al.   COMPUTERS IN BIOLOGY AND MEDICINE

Forecasting oil prices: Smooth transition and neural network augmented GARCH family models

(2013) Melike Bildirici et al.   JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING

Prediction of movement direction in crude oil prices based on semi-supervised learning

(2012) Hyunjung Shin et al.   DECISION SUPPORT SYSTEMS

Crude oil price analysis and forecasting using wavelet decomposed ensemble model

(2012) Kaijian He et al.   ENERGY

Discrete Wavelet Entropy Aided Detection of Abrupt Change: A Case Study in the Haihe River Basin, China

(2012) Yan-Fang Sang et al.   Entropy

STUDY ON THE FRACTAL AND CHAOTIC FEATURES OF THE SHANGHAI COMPOSITE INDEX

(2012) FENGHUA WEN et al.   FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

Wavelet Singular Entropy-Based Islanding Detection in Distributed Generation

(2012) Ankita Samui et al.   IEEE TRANSACTIONS ON POWER DELIVERY

A novel seasonal decomposition based least squares support vector regression ensemble learning approach for hydropower consumption forecasting in China

(2011) Shuai Wang et al.   ENERGY

Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles

(2011) Jesus Crespo Cuaresma et al.   ENERGY JOURNAL

Efficiency of crude oil markets: Evidences from informational entropy analysis

(2011) Alejandro Ortiz-Cruz et al.   ENERGY POLICY