Forecasting realized volatility of crude oil futures prices based on machine learning
Jiawen Luo, Tony Klein, Thomas Walther, Qiang Ji
| Year of publication: |
2024
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|---|---|
| Authors: | Luo, Jiawen ; Klein, Tony ; Walther, Thomas ; Ji, Qiang |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1422-1446
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| Subject: | crude oil | exogenous predictors | forecasting | machine learning | realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Erdöl | Petroleum | Prognose | Forecast | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3077 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108396