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Author

Weizhong Wang

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Sep 2026

Forecasting Crude Oil Futures Prices: A Stacking Model With Mixed‐Frequency Predictors, Machine Learning, and Forecast Combination

This study presents a stacking model that integrates mixed‐frequency predictors, machine learning models, and forecast combination methods to enhance predictive accuracy and confirms its robustness across the business cycle and provides preliminary, small‐sample evidence from the COVID‐19 pandemic.

Yilin Ma, Weizhong Wang, Yu Cheng · 0 citations

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