Forecasting crude oil market volatility using variable selection and common factor
Yaojie Zhang, M.I.M. Wahab, Yudong Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Yaojie ; Wahab, M. I. M. ; Wang, Yudong |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 486-502
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| Subject: | Big data | Crude oil market | Machine learning | Variable selection | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Künstliche Intelligenz | Artificial intelligence | Ölpreis | Oil price | Big Data | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462793