{"id":"https://openalex.org/W4384072061","doi":"https://doi.org/10.1007/s10479-023-05400-8","title":"Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models","display_name":"Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models","publication_year":2023,"publication_date":"2023-07-12","ids":{"openalex":"https://openalex.org/W4384072061","doi":"https://doi.org/10.1007/s10479-023-05400-8"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-023-05400-8","doi":"https://doi.org/10.1007/s10479-023-05400-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-023-05400-8","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083732522","display_name":"Haithem Awijen","orcid":"https://orcid.org/0000-0001-8517-4437","observed_orcids":["https://orcid.org/0000-0001-8517-4437"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Haithem Awijen","raw_affiliation_strings":["Inseec Grande \u00c9cole, Omnes Education Group, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Inseec Grande \u00c9cole, Omnes Education Group, Paris, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020601598","display_name":"Hachmi Ben Ameur","orcid":"https://orcid.org/0000-0003-4424-3488","observed_orcids":["https://orcid.org/0000-0003-4424-3488"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hachmi Ben Ameur","raw_affiliation_strings":["Inseec Grande \u00c9cole, Omnes Education Group, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Inseec Grande \u00c9cole, Omnes Education Group, Paris, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074249267","display_name":"Zied Ftiti","orcid":"https://orcid.org/0000-0002-6216-1104","observed_orcids":["https://orcid.org/0000-0002-6216-1104"]},"institutions":[{"id":"https://openalex.org/I4405260284","display_name":"EDC Paris Business School","ror":"https://ror.org/03h2b9f40","country_code":"FR","type":"education","lineage":["https://openalex.org/I4405260284"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Zied Ftiti","raw_affiliation_strings":["EDC Paris Business School, OCRE Research Laboratory, 74/80 Rue Roque Fillol, La d\u00e9fense, Puteaux, 92800, Paris, France"],"raw_orcid":"https://orcid.org/0000-0002-6216-1104","affiliations":[{"raw_affiliation_string":"EDC Paris Business School, OCRE Research Laboratory, 74/80 Rue Roque Fillol, La d\u00e9fense, Puteaux, 92800, Paris, France","institution_ids":["https://openalex.org/I4405260284"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067402659","display_name":"Wa\u00ebl Louhichi","orcid":"https://orcid.org/0000-0002-5128-3122","observed_orcids":["https://orcid.org/0000-0002-5128-3122"]},"institutions":[{"id":"https://openalex.org/I91720666","display_name":"ESSCA School of Management","ror":"https://ror.org/04kkyet53","country_code":"FR","type":"education","lineage":["https://openalex.org/I91720666"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Wa\u00ebl Louhichi","raw_affiliation_strings":["ESSCA School of Management, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"ESSCA School of Management, Paris, France","institution_ids":["https://openalex.org/I91720666"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5074249267"],"corresponding_institution_ids":["https://openalex.org/I4405260284"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":4.5361,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.95049977,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":87,"max":99},"biblio":{"volume":"345","issue":"2-3","first_page":"979","last_page":"1002"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.05420000106096268,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.020400000736117363,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-price-forecasting","display_name":"oil price forecasting","score":0.9990000128746033},{"id":"https://openalex.org/keywords/support-vector-machine","display_name":"support vector machine","score":0.796999990940094},{"id":"https://openalex.org/keywords/long-short-term-memory","display_name":"long short-term memory","score":0.9670000076293945},{"id":"https://openalex.org/keywords/deep-learning","display_name":"deep learning","score":0.7089999914169312},{"id":"https://openalex.org/keywords/machine-learning","display_name":"machine learning","score":0.8769999742507935},{"id":"https://openalex.org/keywords/time-series-forecasting","display_name":"time series forecasting","score":0.6119999885559082},{"id":"https://openalex.org/keywords/oil-price-volatility","display_name":"oil price volatility","score":0.6449999809265137},{"id":"https://openalex.org/keywords/long-term-forecasting","display_name":"long-term forecasting","score":0.5210000276565552},{"id":"https://openalex.org/keywords/forecasting-accuracy-comparison","display_name":"forecast accuracy comparison","score":0.4059999883174896}],"concepts":[{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.7918427586555481},{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.7481516599655151},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.7205631732940674},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.6456454396247864},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6442373394966125},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6354378461837769},{"id":"https://openalex.org/C12267149","wikidata":"https://www.wikidata.org/wiki/Q282453","display_name":"Support vector machine","level":2,"score":0.5821224451065063},{"id":"https://openalex.org/C2778136018","wikidata":"https://www.wikidata.org/wiki/Q10350689","display_name":"Predictive power","level":2,"score":0.46678102016448975},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.44172215461730957},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.4219246506690979},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41506534814834595},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3003290295600891},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.11299946904182434},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-023-05400-8","doi":"https://doi.org/10.1007/s10479-023-05400-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-023-05400-8","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-023-05400-8","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":90,"referenced_works":["https://openalex.org/W304834817","https://openalex.org/W1563088657","https://openalex.org/W1598796236","https://openalex.org/W1964940342","https://openalex.org/W1978266801","https://openalex.org/W1986281494","https://openalex.org/W1996614872","https://openalex.org/W1999367385","https://openalex.org/W2005025219","https://openalex.org/W2017156294","https://openalex.org/W2032927332","https://openalex.org/W2034477499","https://openalex.org/W2039709163","https://openalex.org/W2054039029","https://openalex.org/W2064675550","https://openalex.org/W2085833510","https://openalex.org/W2085845054","https://openalex.org/W2088088299","https://openalex.org/W2093290362","https://openalex.org/W2107878631","https://openalex.org/W2110242546","https://openalex.org/W2141703670","https://openalex.org/W2149298154","https://openalex.org/W2153489002","https://openalex.org/W2196474851","https://openalex.org/W2216444323","https://openalex.org/W2273723622","https://openalex.org/W2295706792","https://openalex.org/W2402352210","https://openalex.org/W2573587735","https://openalex.org/W2591426394","https://openalex.org/W2607126135","https://openalex.org/W2624385633","https://openalex.org/W2639416113","https://openalex.org/W2710515985","https://openalex.org/W2771794792","https://openalex.org/W2783592290","https://openalex.org/W2786885650","https://openalex.org/W2801733548","https://openalex.org/W2802436364","https://openalex.org/W2811103148","https://openalex.org/W2890938971","https://openalex.org/W2894821558","https://openalex.org/W2896738355","https://openalex.org/W2899346540","https://openalex.org/W2900865145","https://openalex.org/W2905067850","https://openalex.org/W2921683100","https://openalex.org/W2942063634","https://openalex.org/W2944851425","https://openalex.org/W2961504393","https://openalex.org/W2986501295","https://openalex.org/W2990474957","https://openalex.org/W3000853296","https://openalex.org/W3001281149","https://openalex.org/W3006114317","https://openalex.org/W3007066689","https://openalex.org/W3007075806","https://openalex.org/W3009650506","https://openalex.org/W3011684695","https://openalex.org/W3023211159","https://openalex.org/W3034948842","https://openalex.org/W3035550924","https://openalex.org/W3036363354","https://openalex.org/W3036718149","https://openalex.org/W3037663404","https://openalex.org/W3039556020","https://openalex.org/W3040674358","https://openalex.org/W3040729499","https://openalex.org/W3042832119","https://openalex.org/W3045592824","https://openalex.org/W3046360496","https://openalex.org/W3093516516","https://openalex.org/W3097323204","https://openalex.org/W3109271316","https://openalex.org/W3112111234","https://openalex.org/W3118310392","https://openalex.org/W3127064732","https://openalex.org/W3130784850","https://openalex.org/W3136896197","https://openalex.org/W3155805790","https://openalex.org/W3158339976","https://openalex.org/W3195376714","https://openalex.org/W3201579518","https://openalex.org/W3205100669","https://openalex.org/W3211717352","https://openalex.org/W4200372623","https://openalex.org/W4213083049","https://openalex.org/W4239510810","https://openalex.org/W4242142111"],"related_works":["https://openalex.org/W4417487924","https://openalex.org/W4385393164","https://openalex.org/W4407037822","https://openalex.org/W4386097686","https://openalex.org/W4389389223","https://openalex.org/W7164390770","https://openalex.org/W4414668135","https://openalex.org/W4309737926","https://openalex.org/W2980907766","https://openalex.org/W7117966777"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":8},{"year":2025,"cited_by_count":13},{"year":2024,"cited_by_count":10},{"year":2021,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2023-07-13T00:00:00"}
