Table 7 The final set of external regressors for each IMF/residue of BRENT
From: A hybrid Bayesian-network proposition for forecasting the crude oil price
Name | Significant external regressors |
|---|---|
IMF.1 | aroon, CCI, EMA, MACD, RSI, SMA, VIX |
IMF.2 | aroon, CCI, DEMA, MACD, TRIX |
IMF.3 | aroon, CCI, DEMA, EMA, MACD, OVX, RSI, SMA, TDI, TRIX, VIX |
IMF.4 | aroon, CCI, MACD, RSI, SMA, TDI, TRIX |
IMF.5 | aroon, CCI, DEMA, EMA, MACD, OVX, RSI, VIX |
IMF.6 | CCI, DEMA, EMA, MACD, OVX, SMA, TDI, TRIX, VIX |
IMF.7 | aroon, CCI, DEMA, MACD, OVX, RSI, TDI, VIX |
RES | aroon, CCI, EMA, MACD, OVX, RSI, TRIX, VIX |