Crude oil volatility forecasting : new evidence from world uncertainty index
Zhigang Yao, Yao Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Yao, Zhigang ; Liu, Yao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-4
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| Subject: | Crude oil volatility | Economic policy uncertainty | World uncertainty index | Welt | World | Volatilität | Volatility | Risiko | Risk | Ölpreis | Oil price | Index | Index number | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Wirtschaftspolitik | Economic policy | Aktienindex | Stock index | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014584782