منابع مشابه
The extreme-value dependence between the crude oil price and Chinese stock markets
Article history: Received 17 August 2014 Received in revised form 16 February 2015 Accepted 30 March 2015 Available online 17 April 2015 This paper examines the asymptotic dependence between the Chinese stock market and the world crude oil market based on the Extreme Value Theory (EVT) and finds a positive extremal dependence. We explain this positive dependence in terms of economic cycles due ...
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a r t i c l e i n f o JEL classification: C23 E44 Q43 Keywords: Crude oil shocks Stock market prices Panel data Asymmetric adjustment Granger causality This paper proposes a panel threshold cointegration approach to investigate the relationship between crude oil shocks and stock markets for the OECD and non-OECD panel from January 1995 to December 2009. Nonlinear cointegration is confirmed for ...
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This study proposes a multiple kernel learning (MKL)-based regression model for crude oil spot price forecasting and trading. We used a well-known trend-following technical analysis indicator, the moving average convergence and divergence (MACD) indicator, for extracting features from original spot prices. Additionally, we factored in the possibility that movements of target crude oil prices ma...
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ژورنال
عنوان ژورنال: International Journal of Business and Emerging Markets
سال: 2013
ISSN: 1753-6219,1753-6227
DOI: 10.1504/ijbem.2013.056712