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A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE

Crude oil and its’ extracts supply 33% of all the energy consumed worldwide, thus it plays a critical role in affecting the world’s economy. The crude oil price has generally risen over the years, post-world war II, it has been influenced by demand and supply. Several other factors such as Organizat...

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Main Author: YAW SARPONG-STREETOR, RICHARD MANU NANA
Format: Thesis
Language:English
Published: 2020
Subjects:
Q Science (General)
Online Access:http://utpedia.utp.edu.my/id/eprint/20528/1/Richard%20Manu%20Nana%20Yaw%20Sarpong-Streetor_17004029.pdf
http://utpedia.utp.edu.my/id/eprint/20528/
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spelling oai:utpedia.utp.edu.my:205282024-07-25T06:10:29Z http://utpedia.utp.edu.my/id/eprint/20528/ A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE YAW SARPONG-STREETOR, RICHARD MANU NANA Q Science (General) Crude oil and its’ extracts supply 33% of all the energy consumed worldwide, thus it plays a critical role in affecting the world’s economy. The crude oil price has generally risen over the years, post-world war II, it has been influenced by demand and supply. Several other factors such as Organization of the Petroleum Countries (OPEC) basket reference price policies, wars, political instability, improved or macro-economic conditions in some geo-political areas such as Asia and crashing global financial crises have had effects on the crude oil price. The time series of crude oil price is non-linear and irregular thus forecasting crude oil price has become very difficult. Crude oil price fluctuations are of significant interest to most individuals and organizations on the globe. Forecasting is a major step to hedge against crude oil price fluctuations. Several attempts have been made by researchers to forecast crude oil price accurately by using various forecasting techniques such as quantitative or qualitative methods. 2020-12 Thesis NonPeerReviewed application/pdf en http://utpedia.utp.edu.my/id/eprint/20528/1/Richard%20Manu%20Nana%20Yaw%20Sarpong-Streetor_17004029.pdf YAW SARPONG-STREETOR, RICHARD MANU NANA (2020) A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE. Masters thesis, Universiti Teknologi PETRONAS.
institution Universiti Teknologi Petronas
building UTP Resource Centre
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Petronas
content_source UTP Electronic and Digitized Intellectual Asset
url_provider http://utpedia.utp.edu.my/
language English
topic Q Science (General)
spellingShingle Q Science (General)
YAW SARPONG-STREETOR, RICHARD MANU NANA
A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
description Crude oil and its’ extracts supply 33% of all the energy consumed worldwide, thus it plays a critical role in affecting the world’s economy. The crude oil price has generally risen over the years, post-world war II, it has been influenced by demand and supply. Several other factors such as Organization of the Petroleum Countries (OPEC) basket reference price policies, wars, political instability, improved or macro-economic conditions in some geo-political areas such as Asia and crashing global financial crises have had effects on the crude oil price. The time series of crude oil price is non-linear and irregular thus forecasting crude oil price has become very difficult. Crude oil price fluctuations are of significant interest to most individuals and organizations on the globe. Forecasting is a major step to hedge against crude oil price fluctuations. Several attempts have been made by researchers to forecast crude oil price accurately by using various forecasting techniques such as quantitative or qualitative methods.
format Thesis
author YAW SARPONG-STREETOR, RICHARD MANU NANA
author_facet YAW SARPONG-STREETOR, RICHARD MANU NANA
author_sort YAW SARPONG-STREETOR, RICHARD MANU NANA
title A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
title_short A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
title_full A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
title_fullStr A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
title_full_unstemmed A HYBRID ARIMA POLYNOMIAL HARMONIC GMDH MODEL TO FORECAST CRUDE OIL PRICE
title_sort hybrid arima polynomial harmonic gmdh model to forecast crude oil price
publishDate 2020
url http://utpedia.utp.edu.my/id/eprint/20528/1/Richard%20Manu%20Nana%20Yaw%20Sarpong-Streetor_17004029.pdf
http://utpedia.utp.edu.my/id/eprint/20528/
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score 13.222552

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