Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Year of publication: |
2024
|
---|---|
Authors: | Zhang, Jiaming ; Xiang, Yitian ; Zou, Yang ; Guo, Songlin |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102952, p. 1-12
|
Subject: | Chinese energy market | GARCH-MIDAS | Uncertainty index | Volatility forecasting | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Risiko | Risk | ARCH-Modell | ARCH model | Prognose | Forecast | Energieprognose | Energy forecast |
-
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei, (2023)
-
Liu, Jian, (2021)
-
Forecasting carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon, (2013)
- More ...
-
Climate change and Japanese economic policy uncertainty : asymmetric analysis
Zhang, Jiaming, (2023)
-
Zhang, Jiaming, (2023)
-
Xiang, Yitian, (2023)
- More ...