Forecasting the aggregate oil price volatility in a data-rich environment
Feng Ma, Jing Liu, M. I. M. Wahab, Yaojie Zhang
| Year of publication: |
2018
|
|---|---|
| Authors: | Ma, Feng ; Liu, Jing ; Wahab, M. I. M. ; Zhang, Yaojie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 72.2018, p. 320-332
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| Subject: | Combinations forecasts | Macroeconomic variables | Technical indicators | Uncertainty and market sentiment | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Wirtschaftsindikator | Economic indicator | ARCH-Modell | ARCH model | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012100341