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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 |
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