Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Rangan Gupta (University of Pretoria), Qiang Ji (Chinese Academy of Sciences). Christian Pierdzioch (Helmut Schmidt University), Vasilios Plakandaras (Democritus University of Thrace)
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Gupta, Rangan ; Ji, Qiang ; Pierdzioch, Christian ; Plakandaras, Vasilios |
| Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
| Subject: | Oil Returns | Expected Skewness | Realized Volatility | Quantile Regression | Forecasting | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Ölpreis | Oil price | Regressionsanalyse | Regression analysis | Welt | World | Prognose | Forecast | ARCH-Modell | ARCH model |
freely available
| Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
|---|---|
| Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2023, 18 (June 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:11159/593785 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304985