Forecasting energy market volatility
Mengxi He, Yudong Wang, Chao Liang, and Yaojie Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | He, Mengxi ; Wang, Yudong ; Liang, Chao ; Zhang, Yaojie |
| Published in: |
Energy Forecasting. - Singapore : Springer Nature Singapore, ISBN 978-981-96-7655-2. - 2025, p. 157-176
|
| Subject: | Energy market volatility | Realized volatility | Heterogeneous autoregressive model | Dimension reduction methods | Variable selection models | Out-of-sample forecasts | Volatilität | Volatility | Energiemarkt | Energy market | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Prognose | Forecast | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-981-96-7655-2_7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015449221