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- W3201579518 abstract "This paper proposes alternative methodologies for oil price forecasting using mixed-frequency data and a textual sentiment indicator. The latter variable was extracted from oil market reports issued by the Energy Information Administration. We used the root mean square error (RMSE) to evaluate the forecasting accuracy of the econometric models. Compared with other econometric models, the mixed data sampling (MIDAS) model with high-frequency financial indicators and the sentiment index as explanatory variables performs better for forecasting crude oil prices." @default.
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- W3201579518 date "2022-01-01" @default.
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- W3201579518 title "Forecasting oil prices: New approaches" @default.
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- W3201579518 doi "https://doi.org/10.1016/j.energy.2021.121968" @default.
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