Forecasting crude oil futures prices using global macroeconomic news sentiment

DOI10.1093/IMAMAN/DPZ011OpenAlexW2962730525MaRDI QIDQ5000454

Gautam Mitra, Paresh Date, Zryan A. Sadik

Publication date: 13 July 2021

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/18386

zbMATH Keywords

Kalman filterforecastingcrude oilmacroeconomic news sentiment

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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