Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Zepei Li, Haizhen Huang
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Zepei ; Huang, Haizhen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 31-45
|
| Subject: | COVID-19 | Fossil energy | GARCH-MIDAS | Global indicators | Volatility forecasting | Volatilität | Volatility | Coronavirus | Welt | World | Prognoseverfahren | Forecasting model | Fossile Energie | Fossil fuel | ARCH-Modell | ARCH model | Prognose | Forecast | Energieprognose | Energy forecast | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014428753