TY - JOUR
T1 - Oil Price Factors
T2 - 2018 2nd International Conference on Power and Energy Engineering, ICPEE 2018
AU - Nyangarika, Anthony Msafiri
AU - Tang, Bao Jun
N1 - Publisher Copyright:
© Published under licence by IOP Publishing Ltd.
PY - 2018/11/5
Y1 - 2018/11/5
N2 - The paper proposes the modification of ARIMA model for finding the parameters of estimation and forecasts using exponential smoothing. The study use data Brent crude oil price and gas prices in the period from January 1991 to December 2016. The result of the study showed an improvement in the accuracy of the predicted values, while the emissions occurred near the end of the time series. It has minimal or no effect on other emissions of this data series. The study suggests that investors can predict prices by analyzing the possible risks in oil futures markets.
AB - The paper proposes the modification of ARIMA model for finding the parameters of estimation and forecasts using exponential smoothing. The study use data Brent crude oil price and gas prices in the period from January 1991 to December 2016. The result of the study showed an improvement in the accuracy of the predicted values, while the emissions occurred near the end of the time series. It has minimal or no effect on other emissions of this data series. The study suggests that investors can predict prices by analyzing the possible risks in oil futures markets.
UR - http://www.scopus.com/inward/record.url?scp=85057540023&partnerID=8YFLogxK
U2 - 10.1088/1755-1315/192/1/012058
DO - 10.1088/1755-1315/192/1/012058
M3 - Conference article
AN - SCOPUS:85057540023
SN - 1755-1307
VL - 192
JO - IOP Conference Series: Earth and Environmental Science
JF - IOP Conference Series: Earth and Environmental Science
IS - 1
M1 - 012058
Y2 - 3 September 2018 through 5 September 2018
ER -