Forecasting crude oil price volatility with uncertainty : new modeling with multivariate selection
Yunyi Zhang, Ting Hu, Shuang Xiao
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Yunyi ; Hu, Ting ; Xiao, Shuang |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 80.2025, Art.-No. 107442, p. 1-5
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| Subject: | Volatility forecasting | Crude oil volatility | GARCH-MIDAS | Uncertainty index | Variable selection | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Risiko | Risk | Ölmarkt | Oil market | Welt | World | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107442 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015422806