{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,28]],"date-time":"2025-03-28T09:26:37Z","timestamp":1743153997558,"version":"3.40.3"},"publisher-location":"Cham","reference-count":16,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783031427879"},{"type":"electronic","value":"9783031427886"}],"license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023]]},"DOI":"10.1007\/978-3-031-42788-6_25","type":"book-chapter","created":{"date-parts":[[2023,9,16]],"date-time":"2023-09-16T11:01:47Z","timestamp":1694862107000},"page":"415-424","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["A Forecast of Brent Prices in Times of Ukrainian Crisis Using ARFIMA Models"],"prefix":"10.1007","author":[{"given":"Adriana Anamaria","family":"Davidescu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Eduard Mihai","family":"Manta","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Margareta-Stela","family":"Florescu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Maria Ruxandra","family":"Cojocaru","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,9,17]]},"reference":[{"key":"25_CR1","doi-asserted-by":"publisher","unstructured":"Abdallah, B., Yassin, E.: Measuring the Impact of the COVID-19 Pandemic on Oil Prices Using Long Memory Models (November 1990 to December 2020). Global J. Econo. Bus. (GJEB) 12(1), pp. 109\u2013117 (2022). https:\/\/doi.org\/10.31559\/GJEB2022.12.1.6","DOI":"10.31559\/GJEB2022.12.1.6"},{"key":"25_CR2","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.energy.2020.117520","volume":"12","author":"H Abdollahi","year":"2020","unstructured":"Abdollahi, H., Ebrahimi, S.: A new hybrid model for forecasting Brent crude oil price. Energy 12, 1\u201313 (2020). https:\/\/doi.org\/10.1016\/j.energy.2020.117520","journal-title":"Energy"},{"key":"25_CR3","doi-asserted-by":"publisher","unstructured":"Adekoya, O.B., Oliyide, J.A., Yaya, O.S., Al-Faryan, M.A. S.: Does oil connectdifferently with prominent assets during war? Analysis of intra-day data during the Russia- Ukraine saga. Resources Policy 77 (2022). https:\/\/doi.org\/10.1016\/j.resourpol.2022.102728","DOI":"10.1016\/j.resourpol.2022.102728"},{"key":"25_CR4","doi-asserted-by":"publisher","unstructured":"Al Gounmeein, R., Ismail, M.: Modelling and forecasting monthly Brent crude oil prices: a long memory and volatility approach. Statistics in Transition. Statistics in Transition. New Series 22(1), 1\u201326 (2021). https:\/\/doi.org\/10.21307\/stattrans-2021-002","DOI":"10.21307\/stattrans-2021-002"},{"issue":"3","key":"25_CR5","doi-asserted-by":"publisher","first-page":"1285","DOI":"10.1007\/s00181-019-01665-w","volume":"59","author":"M \u00c1lvarez-D\u00edaz","year":"2019","unstructured":"\u00c1lvarez-D\u00edaz, M.: Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods. Empirical Economics 59(3), 1285\u20131305 (2019). https:\/\/doi.org\/10.1007\/s00181-019-01665-w","journal-title":"Empirical Economics"},{"key":"25_CR6","unstructured":"Amadeh, H., Amini, A., Effati, F.: ARIMA and ARFIMA Prediction of Persian Gulf Gas-Oil F.O.B. Investment Knowledge 2(7), 2\u201321 (2013)"},{"key":"25_CR7","doi-asserted-by":"publisher","first-page":"1","DOI":"10.3389\/fams.2022.1045241","volume":"8","author":"D Devianto","year":"2022","unstructured":"Devianto, D., et al.: The hybrid model of autoregressive integrated moving average and fuzzy time series Markov chain on long-memory data. Frontiers in Applied Mathematics and Statistics 8, 1\u201315 (2022). https:\/\/doi.org\/10.3389\/fams.2022.1045241","journal-title":"Frontiers in Applied Mathematics and Statistics"},{"issue":"1","key":"25_CR8","doi-asserted-by":"publisher","first-page":"15","DOI":"10.1111\/j.1467-9892.1980.tb00297.x","volume":"1","author":"C Granger","year":"1980","unstructured":"Granger, C., Joyeux, R.: An introduction to long\u2013memory time series and fractional differencing. Time Series Anal 1(1), 15\u201330 (1980). https:\/\/doi.org\/10.1111\/j.1467-9892.1980.tb00297.x","journal-title":"Time Series Anal"},{"issue":"1","key":"25_CR9","doi-asserted-by":"publisher","first-page":"165","DOI":"10.2307\/2335817","volume":"68","author":"J Hosking","year":"1981","unstructured":"Hosking, J.: Fractional differencing. Biometrika 68(1), 165\u2013176 (1981). https:\/\/doi.org\/10.2307\/2335817","journal-title":"Biometrika"},{"key":"25_CR10","unstructured":"IEA (2022) www.iea.org. [Online] Available at: https:\/\/www.iea.org\/articles\/energy-fact-sheet-why-does-russian-oil-and-gas-matter"},{"issue":"2","key":"25_CR11","first-page":"261","volume":"52","author":"M Ismail","year":"2022","unstructured":"Ismail, M., Al-Gounmeein, R.: Overview of long memory for economic and financial time series dataset and related time series models: a review study. Int. J. Appl. Math. 52(2), 261\u2013269 (2022)","journal-title":"Int. J. Appl. Math."},{"issue":"2","key":"25_CR12","first-page":"59","volume":"6","author":"SA Jibrin","year":"2015","unstructured":"Jibrin, S.A., Musa, Y., Zubair, U.A., Saidu, A.S.E.: ARFIMA modelling and investigation of structural break(s) in west texas intermediate and brent series. CBN Journal of Applied Statistics 6(2), 59\u201379 (2015)","journal-title":"CBN Journal of Applied Statistics"},{"issue":"6","key":"25_CR13","doi-asserted-by":"publisher","first-page":"2245","DOI":"10.1016\/j.econmod.2012.06.029","volume":"29","author":"L Liu","year":"2012","unstructured":"Liu, L., Wan, J.: A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting. Econ. Model. 29(6), 2245\u20132253 (2012). https:\/\/doi.org\/10.1016\/j.econmod.2012.06.029","journal-title":"Econ. Model."},{"issue":"1","key":"25_CR14","doi-asserted-by":"publisher","first-page":"234","DOI":"10.13084\/2175-8018.v03n05a15","volume":"3","author":"FM Souza","year":"2011","unstructured":"Souza, F.M., Almeida, S.G., Souza, A.M., Lopes, L.F.D., Zanini, R.R.: Gasoline price forecasting to southern region of Brazil. Iberoamerican J. Indus. Eng. 3(1), 234\u2013248 (2011)","journal-title":"Iberoamerican J. Indus. Eng."},{"key":"25_CR15","doi-asserted-by":"publisher","unstructured":"Wang, Y., Bouri, E., Fareed, Z., Dai, Y.: Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine. Finance research Letters, 1\u201329 (2022). https:\/\/doi.org\/10.1016\/j.frl.2022.103066","DOI":"10.1016\/j.frl.2022.103066"},{"issue":"12","key":"25_CR16","doi-asserted-by":"publisher","first-page":"7893","DOI":"10.12973\/ejmste\/77926","volume":"13","author":"L Yu","year":"2017","unstructured":"Yu, L., Zhang, X., Wang, S.: Assessing potentiality of support vector machine method in crude oil price forecasting. EURASIA J. Math. Sci. Technol. Educ. 13(12), 7893\u20137904 (2017). https:\/\/doi.org\/10.12973\/ejmste\/77926","journal-title":"EURASIA J. Math. Sci. Technol. Educ."}],"container-title":["Lecture Notes in Business Information Processing","Digital Economy. Emerging Technologies and Business Innovation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-42788-6_25","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,9,16]],"date-time":"2023-09-16T11:05:17Z","timestamp":1694862317000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-42788-6_25"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"ISBN":["9783031427879","9783031427886"],"references-count":16,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-42788-6_25","relation":{},"ISSN":["1865-1348","1865-1356"],"issn-type":[{"type":"print","value":"1865-1348"},{"type":"electronic","value":"1865-1356"}],"subject":[],"published":{"date-parts":[[2023]]},"assertion":[{"value":"17 September 2023","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"ICDEc","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Digital Economy","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Braga","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Portugal","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2023","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2 May 2023","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"4 May 2023","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"8","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"icdec2023","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/www.aten.tn\/ICDEc2023\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Double-blind","order":1,"name":"type","label":"Type","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"EasyChair","order":2,"name":"conference_management_system","label":"Conference Management System","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"72","order":3,"name":"number_of_submissions_sent_for_review","label":"Number of Submissions Sent for Review","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"26","order":4,"name":"number_of_full_papers_accepted","label":"Number of Full Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"0","order":5,"name":"number_of_short_papers_accepted","label":"Number of Short Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"36% - The value is computed by the equation \"Number of Full Papers Accepted \/ Number of Submissions Sent for Review * 100\" and then rounded to a whole number.","order":6,"name":"acceptance_rate_of_full_papers","label":"Acceptance Rate of Full Papers","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"3.1","order":7,"name":"average_number_of_reviews_per_paper","label":"Average Number of Reviews per Paper","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"2.7","order":8,"name":"average_number_of_papers_per_reviewer","label":"Average Number of Papers per Reviewer","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"No","order":9,"name":"external_reviewers_involved","label":"External Reviewers Involved","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}}]}}