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 Embargoed Research Papers

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