Forecasting volatility returns of oil price using gene expression programming approach
Alexander Amo Baffour, Jingchun Feng, Liwei Fan, Beryl Adormaa Buanya
| Year of publication: |
2019
|
|---|---|
| Authors: | Amo Baffour, Alexander ; Jingchun, Feng ; Fan, Liwei ; Buanya, Beryl Adormaa |
| Subject: | oil price volatility | gene expression programming | GARCH models | oil spot and future prices | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Welt | World | Spotmarkt | Spot market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2017-0022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022879