Forecasting oil price volatility : forecast combination versus shrinkage method
Yaojie Zhang, Yu Wei, Yi Zhang, Daxiang Jin
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Yaojie ; Wei, Yu ; Zhang, Yi ; Jin, Daxiang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 423-433
|
| Subject: | Oil price volatility | Elastic net | Forecast combination | HAR model | Lasso | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.01.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173653