Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Qin Luo, Feng Ma, Jiqian Wang, You Wu
| Year of publication: |
2024
|
|---|---|
| Authors: | Luo, Qin ; Ma, Feng ; Wang, Jiqian ; Wu, You |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107187, p. 1-12
|
| Subject: | Exogenous drivers | Oil volatility forecasting | Shrinkage method | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Ölpreis | Oil price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014558966