Crude oil risk forecasting : new evidence from multiscale analysis approach
Kaijian He, Geoffrey K. F. Tso, Yingchao Zou, Jia Liu
| Year of publication: |
October 2018
|
|---|---|
| Authors: | He, Kaijian ; Tso, Kwok Fai Geoffrey ; Zou, Yingchao ; Liu, Jia |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 574-583
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| Subject: | Crude oil risk forecasting | Multiscale analysis | Normal Risk | Quantile Regression Neural Network model | Transient Risk | Value at Risk | Variational Mode Decomposition | Risikomaß | Risk measure | Risiko | Risk | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Erdöl | Petroleum | Risikomanagement | Risk management | Neuronale Netze | Neural networks | Regressionsanalyse | Regression analysis | Ölpreis | Oil price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011976731