FORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL NEURAL NETWORKS; BASED ON INTRA MARKETS VARIABLES AND FOCUS ON THE SPECULATION ACTIVITY

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dc.contributor.authorHasanabadi, Hamed Shafiee
dc.contributor.authorKhan, Saqib
dc.contributor.authorMayorga, Rene V.
dc.date.accessioned2014-05-20T15:29:43Z
dc.date.available2014-05-20T15:29:43Z
dc.date.issued2014-05-15
dc.description.abstractConsidering 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.en_US
dc.description.authorstatusFacultyen_US
dc.description.peerreviewnoen_US
dc.identifier.urihttps://hdl.handle.net/10294/5318
dc.language.isoenen_US
dc.subjectcrude oil future pricesen_US
dc.titleFORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL NEURAL NETWORKS; BASED ON INTRA MARKETS VARIABLES AND FOCUS ON THE SPECULATION ACTIVITYen_US
dc.typeReporten_US
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