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題名:原油價格預測及甲苯和二甲苯價格均衡關係之實證研究
書刊名:臺灣管理學刊
作者:江嘉瑜
作者(外文):Chiang, Chia-yu
出版日期:2019
卷期:19:2
頁次:頁43-74
主題關鍵詞:原油預測聯產品向量誤差修正模型類神經網路人工智慧Crude oilForecastingJoint productsVECMArtificial neural networksAI
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
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  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
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2.Cheong, C. W.(2009)。Modeling and forecasting crude oil markets using ARCH-type models。Energy Policy,37,2346-2355。  new window
3.Kang, S. H.、Kang, S.-M.、Yoon, S.-M.(2009)。Forecasting volatility of crude oil markets。Energy Economics,31,119-125。  new window
4.Narayan, P. K.、Narayan, S.(2007)。Modelling oil price volatility。Energy Policy,35,6549-6553。  new window
5.Wei, Y.、Wang, Y.、Huang, D.(2010)。Forecasting crude oil market volatility: Further evidence using GARCH-class models。Energy Economics,32(6),1477-1484。  new window
6.Newbold, Paul、Granger, Clive W. J.(1974)。Experience with Forecasting Univariate Time Series and the Combination of Forecasts。Journal of the Royal Statistical Society: Series A (General),137(2),131-165。  new window
7.Raftery, A. E.(1995)。Bayesian Model Selection in Social Research。Sociological Methodology,25,111-163。  new window
8.Yousefi, A.、Wirjanto, T. S.(2004)。The Empirical Role of the Exchange Rate on the Crude Oil Price Formation。Energy Economics,26(5),783-799。  new window
9.Moshiri, S.、Faezeh, F.(2006)。Forecasting nonlinear crude oil futures prices。The Energy Journal,27(4),81-95。  new window
10.Sadorsky, P.(2006)。Modeling and Forecasting Petroleum Futures Volatility。Energy Economics,28(4),467-488。  new window
11.Hamilton, J. D.(2009)。Understanding Crude Oil Prices。The Energy Journal,30(2),179-206。  new window
12.Gulen, S. G.(1998)。Efficiency in the Crude Oil Futures Market。Journal of Energy Finance & Development,3,13-21。  new window
13.Granger, Clive W. J.(1981)。Some properties of time series data and their use in econometric model specification。Journal of Econometrics,16,121-130。  new window
14.Barone-Adesi, G.、Bourgoin, F.、Giannopoulos, K.(1998)。Don't look back。Risk,11(8),100-104。  new window
15.Kim, Yoonbai(1990)。Purchasing Power Parity in the Long Run: A Cointegration Approach。Journal of Money, Credit and Banking,22,491-503。  new window
16.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics,6(2),461-464。  new window
17.Murat, A.、Tokat, E.(2009)。Forecasting oil price movements with crack spread futures。Energy Economics,31,85-90。  new window
18.Agnolucci, P.(2009)。Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models。Energy Economics,31(2),316-321。  new window
19.Nelson, C. R.、Plosser, C. R.(1982)。Trends and Random Walks in Macroeconmic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。  new window
20.Jammazi, R.、Aloui, C.(2012)。Crude oil price forecasting: Experimental evidence from wavelet decomposition and neural network modeling。Energy Economics,34(3),828-841。  new window
21.Mohammadi, H.、Su, Lixian(2010)。International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models。Energy Economics,32(5),1001-1008。  new window
22.Yu, L.、Wang, S.、Lai, K. K.(2008)。Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm。Energy Economics,30(5),2623-2635。  new window
23.Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society,55(2),251-276。  new window
24.Amano, A.(1987)。A small forecasting model of the world oil market。Journal of Policy Modeling,9,615-635。  new window
25.Bernabe, A.、Martina, E.、Alvarez-Ramirez, J.、Ibarra-Valdez, C.(2004)。A multi-model approach for describing crude oil price dynamics。Physica A: Statistical Mechanics and Its Applications,338,567-584。  new window
26.Coppola, A.(2008)。Forecasting oil price movements: Exploiting the information in the futures market。Journal of Futures Markets,28,34-56。  new window
27.Dees, S.、Karadeloglou, P.、Kaufmann, R. K.、Sanchez, M.(2007)。Modelling the world oil market: Assessment of a quarterly econometric model。Energy Policy,35,178-191。  new window
28.Ghaffari, A.、Zare, S.(2009)。A novel algorithm for prediction of crude oil price variation based on soft computing。Energy Economics,31,531-536。  new window
29.Ghouri, S. S.(2006)。Assessment of the relationship between oil prices and US oil stocks。Energy Policy,34,3327-3333。  new window
30.Hamdi, M.、Aloui, C.(2015)。Forecasting crude oil price using artificial neural networks: A literature survey。Economics Bulletin,35,1339-1359。  new window
31.Huntington, H. G.(1994)。Oil price forecasting in the 1980s: What went wrong?。The Energy Journal,15(2),1-22。  new window
32.Lanza, A.、Manera, M.、Giovannini, M.(2005)。Modeling and forecasting cointegrated relationships among heavy oil and product prices。Energy Economics,27,831-848。  new window
33.Kulkarni, S.、Haidar, I.(2009)。Forecasting model for crude oil price using artificial neural networks and commodity futures prices。International Journal of Computer Science & Information Security,2(1),81-88。  new window
34.Morana, C.(2001)。A semiparametric approach to short-term oil price forecasting。Energy Economics,23,325-338。  new window
35.Mirmirani, S.、Li, H. C.(2004)。A comparison of VAR and neural networks with genetic algorithm in forecasting price of oil。Advances in Econometrics,19,203-223。  new window
36.Zhang, J.-L.、Zhang, Y.-J.、Zhang, L.(2015)。A novel hybrid method for crude oil price forecasting。Energy Economics,49,649-659。  new window
37.Rehrl, T.、Friedrich, R.(2006)。Modelling long-term oil price and extraction with a Hubbert approach: The LOPEX model。Energy Policy,34,2413-2428。  new window
38.Overdahl, J. A.、Matthews, H. L.(1988)。The use of NYMEX options to forecast crude oil prices。The Energy Journal,9(4),135-147。  new window
39.Safari, A.、Davallou, M.(2018)。Oil price forecasting using a hybrid model。Energy,148,49-58。  new window
40.Shambora, W. E.、Rossiter, R.(2007)。Are there exploitable inefficiencies in the futures market for oil?。Energy Economics,29,18-27。  new window
41.Wang, S.、Yu, L.、Lai, K. K.(2005)。Crude oil price forecasting with TEI@I methodology。Journal of Systems Sciences and Complexity,18,145-166。  new window
42.Tang, L.、Hammoudeh, S.(2002)。An empirical exploration of the world oil price under the target zone model。Energy Economics,24,557-596。  new window
43.Ye, M.、Zyren, J.、Shore, J.(2006)。Forecasting short-run crude oil price using high- and low-inventory variables。Energy Policy,34,2736-2734。  new window
44.Ye, M. T.、Zyren, J.、Shore, J.(2005)。A monthly crude oil spot price forecasting model using relative inventories。International Journal of Forecasting,21,491-501。  new window
45.Ye, M.、Zyren, J.、Shore, J.(2002)。Forecasting crude oil spot price using OECD petroleum inventory levels。International Advances in Economic Research,8,324-334。  new window
46.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。  new window
47.Gori, F.、Ludovisi, D.、Cerritelli, P. F.(2007)。Forecast of Oil Price and Consumption in the Short Term under Three Scenarios: Parabolic, Linear and Chaotic Behaviour。Energy,32,1291-1296。  new window
會議論文
1.Akaike, H.(1973)。Information theory and an extension of the maximum likelihood principle。The 2nd International Symposium on Information Theory。Budapest:Akadémiai Kiadó。267-281。  new window
2.Alizadeh, A.、Mafinezhad, K.(2010)。Monthly Brent oil price forecasting using artificial neural networks and a crisis index。Piscataway, NJ:Institute of Electrical and Electronics Engineers。465-468。  new window
3.Abdullah, S. N.、Zeng, X.(2010)。Machine learning approach for crude oil price prediction with artificial neural networks-quantitative (ANN-Q) model。Piscataway, NJ:Institute of Electrical and Electronics Engineers。  new window
4.Enders, W.、Lee, J.(2004)。Testing for a unit root with a nonlinear Fourier function。The 2004 Far Eastern Meetings。Seoul。  new window
5.Haidar, I.、Kulkarni, S.、Pan, H.(2008)。Forecasting model for crude oil prices based on artificial neural networks。Piscataway, NJ:Institute of Electrical and Electronics Engineers。103-108。  new window
6.Kaboudan, M. A.(2001)。Compumetric forecasting of crude oil prices。The 2001 Congress on Evolutionary Computation。Piscataway, NJ:Institute of Electrical and Electronics Engineers。283-287。  new window
7.Liu, J.、Bai, Y.、Li, B.(2007)。A new approach to forecast crude oil price based on fuzzy neural network。Los Alamitos, CA:Institute of Electrical and Electronics Engineers。273-277。  new window
8.Rast, M.(2001)。Fuzzy neural networks for modelling commodity markets。Piscaraway, NJ:Institute of Electrical and Electronics Engineers。952-955。  new window
9.Xie, W.、Yu, L.、Xu, S.、Wang, S.(2006)。A new method for crude oil price forecasting based on support vector machines。International Conference on Computational Science。Heidelberg:Springer。444-451。  new window
10.Wu, Q.、Ge, H.、Cheng, X.(2009)。Crude oil price forecasting with an improved model based on wavelet transform and RBF neural network。Los Alamitos, CA:Institute of Electrical and Electronics Engineers。231-234。  new window
11.Yu, L.、Lai, K. K.、Wang, S. Y.、He, K. J.(2007)。Oil price forecasting with an EMD-based multiscale neural network learning paradigm。International Conference on Computational Science。Heidelberg:Springer。925-932。  new window
12.Zamani, M.(2004)。An econometrics forecasting model of short term oil spot price。The 6th IAEE European Conference。Zurich。  new window
13.Amin-Naseri, M. R.、Gharacheh, E. A.(2007)。A hybrid artificial intelligence approach to monthly forecasting of crude oil price time series。Thessaloniki。160-167。  new window
圖書
1.楊奕農(2017)。時間序列分析:經濟與財務上之應用。雙葉書廊有限公司。  延伸查詢new window
其他
1.陳韋廷(20160119)。美油商倒貼錢 求你來搬原油,https://www.cw.com.tw/article/article.action?id=5073974。  延伸查詢new window
2.陳苓(20181004)。OPEC 和交易員不同調、油價將續飆! 100美元買權部位創高,https://wealth.businessweekly.com.tw/GArticle.aspx?id=ARTL000121746。  延伸查詢new window
3.郭妍希(20181015)。油價亞洲盤跳高!川普:考慮制裁沙國 但不會停售軍備,https://m.moneydj.com/f1a.aspx?a=ac26baf7-ebea-47cca1c1-152af5a86cd4。  延伸查詢new window
4.林信男(20180920)。川普要OPEC「立刻調降油價!」 布蘭特原油一度跌逾0.3%,https://news.cnyes.com/news/id/4205653。  延伸查詢new window
5.熊園觀察(2018)。油價暴跌後何去何從?分析框架給出的6條線索,https://posts.careerengine.us/p/5c52cd579acf9514640bda3c。  延伸查詢new window
圖書論文
1.Lackes, R.、Börgermann, C.、Dirkmorfeld, M.(2009)。Forecasting the price development of crude oil with artificial neural networks。Distributed computing, artificial intelligence, bioinformatics, soft computing, and ambient assisted living。Heidelberg:Springer。  new window
2.Nelson, Y.、Stoner, S.、Gemis, G.、Nix, H. D.(1994)。Results of Delphi VIII survey of oil price forecasts。Energy report。Sacramento, CA:California Energy Commission。  new window
 
 
 
 
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