Article Per Year (5 Year)
p-Index From 2019 - 2024
3.323
P-Index
This Author published in this journals
All Journal International Journal of Electrical and Computer Engineering IAES International Journal of Artificial Intelligence (IJ-AI) International Journal of Informatics and Communication Technology (IJ-ICT) Indonesian Journal of Electrical Engineering and Computer Science Journal of Applied Science, Engineering, Technology, and Education JINAV: Journal of Information and Visualization Quantitative Economics and Management Studies ARRUS Journal of Mathematics and Applied Science ARRUS Journal of Engineering and Technology Journal of Future Artificial Intelligence and Technologies
Arnold Adimabua Ojugo
Federal University of Petroleum Resources Effurun
Biochemistry, Genetics & Molecular Biology Chemistry Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Electrical & Electronics Engineering Engineering Industrial & Manufacturing Engineering Library & Information Science Mathematics Physics Other

Published : 21 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : Quantitative Economics and Management Studies

 1 
Investigating The Unexpected Price Plummet And Volatility Rise In Energy Market: A Comparative Study of Machine Learning Approaches Arnold Adimabua Ojugo; Oghenevwede Debby Otakore
Quantitative Economics and Management Studies Vol. 1 No. 3 (2020)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (658.006 KB) | DOI: 10.35877/454RI.qems12119

Abstract

The energy market aims to manage risks associated with prices and volatility of oil asset. It is a capital-intensive market that is rippled with chaos and complex interactions among its demand-supply derivatives. Models help users forecast such interactions, to provide investors with empirical evidence of price direction. Our study sought to investigate the reasons for the unexpected plummet in price of the energy market using evolutionary modeling – which seeks to analyze input data and yield an optimal, complete solution that are tractable, robust and low-cost with tolerance of ambiguity, uncertainty and noise. We adopt the Gabillon’s model to: (a) predict spots/futures prices, (b) investigate why previous predictions failed as to why price plummet, and (c) seek to critically evaluate values reached by both proposed deep learning model and the memetic algorithm by Ojugo and Allenotor (2017).
Predicting Futures Price And Contract Portfolios Using The ARIMA Model: A Case of Nigeria’s Bonny Light and Forcados Arnold Adimabua Ojugo; Rume Elizabeth Yoro
Quantitative Economics and Management Studies Vol. 1 No. 4 (2020)
Publisher : Yayasan Ahmar Cendekia Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (381.974 KB) | DOI: 10.35877/454RI.qems139

Abstract

Market prediction has been the goal of many study as investors sought traded assets since the inception of the capital market. With each asset exchanged for money, investors seek to stay ahead the market trend in the hope of amassing profits. Businesses’ growth (rise/fall) is evident upon their response to market behaviour. Thus, accurate prediction of the market often offers as its reward, enlarged financial portfolio. Market participants thus, seek to manage the risks associated with asset prices and its volatility, which can be rippled with chaos and complex tasks arising from a demand-supply curve. We seek to model the Oil market and forecast its price direction supported with empirical evidence using ARIMA model to analyze inputs in search of an optimal solution. We adopt the OPEC model to: (a) predict spot/futures-prices, (b) investigate why previous prediction was poor and price plummeted, and (c) compares value(s) from Ojugo and Yoro (2020) and Ojugo and Allenotor (2017). Results shows demand-supply curve rise (and a price rise) even though the policies and trend in real life scenario is currently experiencing a price plummet.
Co-Authors Achmad Nuruddin Safriandono Ahmad Rofiqul Muslikh Akhmad Dahlan Amaka Patience Binitie Andrew Okonji Eboka Andrew Okonji Eboka Andrew Okonji Eboka Andrew Okonji Eboka Andrew Okonji Eboka Ayei Egu Ibor Bridget Ogheneovo Malasowe Chris Obaro Obruche Christopher Chukwufunaya Odiakaose David Ademola Oyemade De Rosal Ignatius Moses Setiadi Debby Oghenevwede Otakore Farah Zakiyah Rahmanti Fidelis Obukohwo Aghware Fidelis Obukohwo Aghware Iwan Setiawan Wibisono Kristiawan Nugroho Margaret Dumebi Okpor Maureen Ifeanyi Akazue Obinna Nwankwo Obinna Nwankwo Obinna Nwankwo Oghenevwede Debby Otakore Patrick Ogholuwarami Ejeh Rita Erhovwo Ako Rume Elizabeth Yoro Rume Elizabeth Yoro Rume Elizabeth Yoro Rume Elizabeth Yoro Syahroni Wahyu Iriananda Victor Ochuko Geteloma