Forecasting Chinese crude oil futures volatility : new evidence based on dual feature processing of large-scale variables
Gaoxiu Qiao, Yijun Pan, Chao Liang, Lu Wang, Jinghui Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Qiao, Gaoxiu ; Pan, Yijun ; Liang, Chao ; Wang, Lu ; Wang, Jinghui |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 7, p. 2495-2521
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| Subject: | Chinese crude oil futures volatility | dual feature processing | large-scale variables | LASSO-PCA | support vector regression | time difference | China | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | Ölpreis | Oil price | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3131 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110480