Open AccessEnsemble kalman filter for crude oil price estimation
Author(s) -
Puspandam Katias,
Denis Fidita Karya,
Teguh Herlambang,
H. Khusnah
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1211/1/012032
Subject(s) - kalman filter , economics , econometrics , volatility (finance) , ensemble kalman filter , crude oil , oil price , crack spread , estimation , oil storage trade , monetary economics , extended kalman filter , statistics , mathematics , petroleum engineering , engineering , management