Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18386
Title: | Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment |
Authors: | Date, P Sadik, Z |
Keywords: | Crude oil;Macroeconomic news sentiment;Kalman filter;Forecasting |
Issue Date: | 2019 |
Publisher: | Oxford University Press |
Citation: | IMA Journal of Management Mathematics |
URI: | http://bura.brunel.ac.uk/handle/2438/18386 |
ISSN: | 1471-678X |
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 |
Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.