Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach
Wei Jiang, Wanqing Tang, Xiao Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Jiang, Wei ; Tang, Wanqing ; Liu, Xiao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-13
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| Subject: | Realized volatility | Crude oil futures | ICEEMDAN model | Secondary decomposition | VMD model | Volatilität | Volatility | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | China | Prognoseverfahren | Forecasting model | Prognose | Forecast | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104254 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526701