文章基本信息

标题：An Artificial Neural Network For Hedging Crude Oil
作者：Hossein Najafi ; Reza Rahgozar ; Brian Champlin 等
期刊名称：Journal of Business & Economics Research
印刷版ISSN：1542-4448
电子版ISSN：2157-8893
出版年度：2005
卷号：3
期号：1
语种：English
出版社：The Clute Institute for Academic Research
摘要：A neural network model for hedging crude oil is introduced. The NYMEX futures prices is used to investigate the effectiveness of this model. Empirical results show that the neural network model reduces price risk more than other approaches.