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Long-Term Projections for Commodity Prices—The Crude Oil Price Using Dynamic Bayesian Networks

In: Operations Research Proceedings 2017

Author

Listed:
  • Thomas Schwarz

    (Technische Universität Berlin)

  • Hans-Joachim Lenz

    (Freie Universität Berlin)

  • Wilhelm Dominik

    (Technische Universität Berlin)

Abstract
Long-term projections for commodity prices are a key challenge in science as well as in business environment. This paper proposes a new mathematical approach for future projections of prices for time horizons larger than 10 years using a Dynamic Bayesian Network (DBN). The DBN approach is verified at the crude oil price example.

Suggested Citation

  • Thomas Schwarz & Hans-Joachim Lenz & Wilhelm Dominik, 2018. "Long-Term Projections for Commodity Prices—The Crude Oil Price Using Dynamic Bayesian Networks," Operations Research Proceedings, in: Natalia Kliewer & Jan Fabian Ehmke & Ralf Borndörfer (ed.), Operations Research Proceedings 2017, pages 81-87, Springer.
    • Handle: RePEc:spr:oprchp:978-3-319-89920-6_12
    DOI: 10.1007/978-3-319-89920-6_12
    as

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