Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets
Emawtee Bissoondoyal-Bheenick, Robert Brooks, Hung Xuan Do, Russell Smyth
| Year of publication: |
2020
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|---|---|
| Authors: | Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert ; Do, Hung Xuan ; Smyth, Russell |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-18
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| Subject: | Biofuel feedstock | Crude oil | HAR | HARQ | Regime switching | Volatility forecasting | Volatilität | Volatility | Biokraftstoff | Biofuel | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Statistischer Fehler | Statistical error | Welt | World | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012511747