Forecasting energy commodity prices: A large global dataset sparse approach¹

Economics, Econometrics and Finance

• Machine Learning 100%
• Factor Model 100%
• Macroeconomic Variable 100%
• Energy Price 100%
• Energy Forecasting 100%

Engineering

• Energy Engineering 100%
• Dynamic Factor 33%
• Global Energy 33%
• Random Forest 33%
• Sparsity 33%
• Maximum Likelihood 33%
• Machine Learning Technique 33%
• Gas Oil 33%
• Latent Factor 33%

Computer Science

• Energy Commodity 100%
• Machine Learning Technique 33%
• maximum-likelihood 33%
• Sparsity 33%
• Random Decision Forest 33%
• Random Walk 33%