Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, Lu Wang
| Year of publication: |
2024
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| Authors: | Qiao, Gaoxiu ; Ma, Xuekun ; Jiang, Gongyue ; Wang, Lu |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 92.2024, p. 415-437
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| Subject: | Asymmetric effects | Chinese stock market | Crude oil volatility index (OVX) | MoP strategy | Positive and negative jumps | Volatilität | Volatility | China | Aktienmarkt | Stock market | Ölpreis | Oil price | Aktienindex | Stock index | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.02.053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534917