Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18386Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Date, P | - |
| dc.contributor.author | Sadik, Z | - |
| dc.date.accessioned | 2019-06-11T11:04:37Z | - |
| dc.date.available | 2019-06-11T11:04:37Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.citation | IMA Journal of Management Mathematics | en_US |
| dc.identifier.issn | 1471-678X | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/18386 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Oxford University Press | en_US |
| dc.subject | Crude oil | en_US |
| dc.subject | Macroeconomic news sentiment | en_US |
| dc.subject | Kalman filter | en_US |
| dc.subject | Forecasting | en_US |
| dc.title | Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment | en_US |
| dc.type | Article | en_US |
| dc.relation.isPartOf | IMA Journal of Management Mathematics | - |
| pubs.publication-status | Accepted | - |
| Appears in Collections: | Dept of Mathematics Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 356.31 kB | Adobe PDF | View/Open |
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