Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Chunpei Shi, Yu Wei, Xiafei Li, Yuntong Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Shi, Chunpei ; Wei, Yu ; Li, Xiafei ; Liu, Yuntong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-14
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| Subject: | Uncertainty | Crude oil | Connectedness | Combination | Return forecast | China | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | Risiko | Risk | Prognose | Forecast | Ölmarkt | Oil market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdölindustrie | Oil industry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014487439