Forecasting crude oil volatility using the deep learning-based hybrid models with common factors
Ke Yang, Nan Hu, Fengping Tian
| Year of publication: |
2024
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|---|---|
| Authors: | Yang, Ke ; Hu, Nan ; Tian, Fengping |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 8, p. 1429-1446
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| Subject: | crude oil future | deep learning | factor structure | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | Ölpreis | Oil price | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22529 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110666