Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?
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DOI: 10.1007/s10690-023-09432-9
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More about this item
Keywords
Wavelet decomposition; SVR-wavelet; ANN-wavelet; XGBoost; GBM; SHAP; Renewable energy; Green market;All these keywords.
JEL classification:
- B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- F3 - International Economics - - International Finance
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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