Forecasting oil price realized volatility using information channels from other asset classes
Stavros Degiannakis, George Filis
| Year of publication: |
September 2017
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|---|---|
| Authors: | Degiannakis, Stavros ; Filis, George |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 76.2017, p. 28-49
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| Subject: | Volatility forecasting | Realized volatility | Crude oil futures | Risk management | HAR | Asset classes | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011788055