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5. BEMD-based event analysis for crude oil market:evidence using Google search data

BEMD-based event analysis for crude oil market:evidence using Google search data

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：ab888

【摘 要】

：

The influences of extreme events on crude oil market is of great significance in crude oil price analysis and the growing Internet concern about emergencies often accompanies panic of the market trade

【作 者】

：

Lanyi Hu Chen Qi Jue Wang 

【机 构】

：

Center for Forecasting Science,Academy of Mathematics and Systems Science,CAS,China

【出 处】

：

中国系统工程学会

【发表日期】

：

2015年3期

【关键词】

：

Crude Oil Prices Extreme Events BEMD AR-GARCH 

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　　The influences of extreme events on crude oil market is of great significance in crude oil price analysis and the growing Internet concern about emergencies often accompanies panic of the market traders,which would probably result in turmoil and instability of the oil market.

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