Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks : a comparison of alternative distribution functions
Akram Shavkatovich Hasanov, Wai Ching Poon, Ajab Al-Freedi, Zin Yau Heng
| Year of publication: |
February 2018
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|---|---|
| Authors: | Hasanov, Akram Shavkatovich ; Poon, Wai Ching ; Al-Freedi, Ajab ; Heng, Zin Yau |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 70.2018, p. 307-333
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| Subject: | Volatility forecasting | Biofuel feedstock | Structural breaks | Distribution functions | Rolling window | Volatilität | Volatility | Biokraftstoff | Biofuel | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011942743