Forecasting volatility of China's crude oil futures based on hybrid ML-HAR-RV models
Genhua Hu, Xiaoqing Ma, Tingting Zhu
| Year of publication: |
2025
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| Authors: | Hu, Genhua ; Ma, Xiaoqing ; Zhu, Tingting |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 78.2025, Art.-No. 102428, p. 1-26
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| Subject: | Machine learning | China's crude oil futures | HAR-RV model | High-frequency data | Signed jumps | China | Volatilität | Volatility | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Künstliche Intelligenz | Artificial intelligence | Ölpreis | Oil price | Prognose | Forecast | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2025.102428 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015434565