Forecasting oil price volatility using spillover effects from uncertainty indices
Ioannis Chatziantoniou, Stavros Degiannakis, Panagiotis Delis, George Filis
| Year of publication: |
2021
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|---|---|
| Authors: | Chatziantoniou, Ioannis ; Degiannakis, Stavros ; Delis, Panagiotis ; Filis, George |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-5
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| Subject: | forecasting accuracy | oil price volatility | spillover effects | Uncertainty | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Prognoseverfahren | Forecasting model | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580430