Forecasting oil futures returns with news

Z Pan, H Zhong, Y Wang, J Huang - Energy Economics, 2024 - Elsevier
This paper aims to explore the extent to which text data contains valuable information for
predicting oil futures returns. A novel mixed-frequency data sampling random forest …

High–low volatility spillover network between economic policy uncertainty and commodity futures markets

Y ** (DTW), a non-parametric pattern recognition technique
based on a dynamic programming algorithm, to analyze whether futures markets for crude …

Exploring the potential of the carbon credit program for hedging energy prices in Brazil

RB Palazzi, DD Quintino, PJS Ferreira… - … Science and Pollution …, 2024 - Springer
The transition to a low-carbon economy is imperative to reduce reliance on fossil fuels and
mitigate pollution emissions. This preposition also aligns with the United Nations …

Dynamic connectedness and volatility spillover in the Brazilian agricultural market in the context of the Covid-19 pandemic

DHD Capitani, LE Gaio - Estudos Econômicos (São Paulo), 2024 - SciELO Brasil
Agricultural commodities price volatilities experienced an increase in the period of 2006-
2008 and since then, the shocks from the global crises have been affecting these markets …

[PDF][PDF] Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?

DHD Capitani, LE Gaio, FL Mattos… - 2024 - ageconsearch.umn.edu
Brazil is a traditional global producer and consumer of sugarcane-based ethanol. From
2000 to 2014, sugarcane cropland increased by 114%, and ethanol production increased by …

Impact of COVID-19 on Crude Oil Price Prediction: A Comparative Performance Analysis of LSTM and ANN Models

A Yannam, N Matta, PK Dunga… - 2025 6th …, 2025 - ieeexplore.ieee.org
Crude oil is a key component in the industrial production, and its price fluctuations often
leads to economic instability. This research compares the performance of Artificial Neural …