Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Danyan Wen, Mengxi He, Yudong Wang, Yaojie Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Wen, Danyan ; He, Mengxi ; Wang, Yudong ; Zhang, Yaojie |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 1022-1041
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| Subject: | Comprehensive perspective | Crude oil market | Shrinkage techniques | Uncertainty variables | Volatility forecasting | Volatilität | Volatility | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Risiko | Risk | ARCH-Modell | ARCH model | Welt | World | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547251