| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1733447 | Energy | 2012 | 11 Pages |
Abstract
⺠Wavelet analysis is introduced to analyze multiscale market microstructure. ⺠Mixture of data components is modeled with multiscale specifications and parameters. ⺠Simple averaging ensemble method is used to obtain market consensus forecasts. ⺠Short term prediction accuracy can be improved with micro market information. ⺠Forecasts results are superior and more stable in the crude oil markets.
Keywords
Related Topics
Physical Sciences and Engineering
Energy
Energy (General)
Authors
Kaijian He, Lean Yu, Kin Keung Lai,