Forecasting the oil futures price volatility : large jumps and small jumps
Jing Liu, Feng Ma, Ke Yang, Yaojie Zhang
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Liu, Jing ; Ma, Feng ; Yang, Ke ; Zhang, Yaojie |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 72.2018, p. 321-330
|
| Subject: | Volatility forecasting | oil futures price | Large and small jumps | Predictive evaluation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.04.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972334