Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?
Anton Hasselgren, Ai Jun Hou, Sandy Suardi, Caihong Xu, Xiaoxia Ye
| Year of publication: |
2025
|
|---|---|
| Authors: | Hasselgren, Anton ; Hou, Ai Jun ; Suardi, Sandy ; Xu, Caihong ; Ye, Xiaoxia |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 1, p. 141-152
|
| Subject: | Crude oil market | Disagreement | GARCH-MIDAS | Professional forecasters | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Ölmarkt | Oil market | Prognose | Forecast | Welt | World | ARCH-Modell | ARCH model | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015440286