Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Xinyu Wu, Hao Cui and Lu Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Wu, Xinyu ; Cui, Hao ; Wang, Lu |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 2, p. 120-125
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| Subject: | CARR-MIDAS model | Economic policy uncertainty | oil futures price volatility | price range | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Wirtschaftspolitik | Economic policy | Rohstoffderivat | Commodity derivative | Welt | World | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1977232 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553019