Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Zhifeng Dai, Xiaotong Zhang, Chao Liang
| Year of publication: |
2024
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|---|---|
| Authors: | Dai, Zhifeng ; Zhang, Xiaotong ; Liang, Chao |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107234, p. 1-12
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| Subject: | Asset allocation | Investor panic index | Oil price predictability | Out-of-sample predictions | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Prognose | Forecast | Aktienindex | Stock index | Welt | World | Ölmarkt | Oil market | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107234 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014558919