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Item Open Access FORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL NEURAL NETWORKS; BASED ON INTRA MARKETS VARIABLES AND FOCUS ON THE SPECULATION ACTIVITY(2014-05-15) Hasanabadi, Hamed Shafiee; Khan, Saqib; Mayorga, Rene V.Considering the strong linkages between commodity and equity markets during the few past years, the motivation of the study in this Chapter is to forecast the crude oil future prices return volatilities of based on the information from the intra markets variables.