Crude Oil Price Movement and Volatility Forecasting based on Online News.

Xuerong Li Wei Shang Shouyang Wang

Published in: PACIS (2017)

Keyphrases

crude oil
online news
news articles
stock price
user comments
news stories
exchange rate
forecasting model
news media
long run
topic detection
oil field
stock market
temporal evolution
border security
garch model
financial markets
machine learning
information retrieval