Forecasting volatility in the petroleum futures markets : a re-examination and extension
Akram Shavkatovich Hasanov, Mohammed Sharaf Shaiban, Ajab Al-Freedi
| Year of publication: |
2020
|
|---|---|
| Authors: | Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Al-Freedi, Ajab |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-12
|
| Subject: | Distribution functions | MSGARCH | Petroleum futures | Rolling window | Structural breaks | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012511802