Google Index-Driven Oil Price Value-at-Risk Forecasting: A Decomposition Ensemble Approach.
Lu-Tao ZhaoZhiyi ZhengYing FuZe-Xi LiuMing-Fang LiPublished in: IEEE Access (2020)
Keyphrases
- early warning
- crude oil
- search engine
- investment decisions
- garch model
- risk management
- website
- data driven
- short term
- decomposition method
- investment strategies
- index structure
- medium term
- exchange rate
- decision making
- database
- extreme events
- decomposition methods
- high risk
- social media
- risk factors
- credit risk
- risk assessment
- prediction model
- risk measures
- stock market
- cf contextpath
- weather forecasting
- web pages
- information retrieval