Google Index-Driven Oil Price Value-at-Risk Forecasting: A Decomposition Ensemble Approach

Lu-Tao Zhao, Zhiyi Zheng, Ying Fu, Ze-Xi Liu, Ming-Fang Li. Google Index-Driven Oil Price Value-at-Risk Forecasting: A Decomposition Ensemble Approach. IEEE Access, 8:183351-183366, 2020. [doi]

Abstract

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