关键词: 原油价格, 预测, 文献回顾, 未来展望

Abstract: Forecasting crude oil prices is an important research direction in the field of energy economics and asset pricing, and the interest in this topic is increasing year by year. This paper systematically reviews the related literature on crude oil price forecasting over the past 30 years. Specifically, we review and discuss the existing literature from the following four aspects: (1) the forecast target of crude oil prices; (2) the influence factors, predictive variables, and theoretical basis of crude oil prices; (3) the forecasting methods and models of crude oil prices; (4) the practical implications of crude oil price forecasting. Finally, according to current hotspots and future development trends, this paper provides three directions worthy of further research: first, using new forecasting information from climate risk; second, making full use of multi-source heterogeneous data; third, improving the interpretability of machine learning approaches.

Key words: crude oil price, forecasting, literature review, future directions