Functional volatility relationship analysis and prediction in international crude oil futures markets
Hao Sun, Xiaodong Li, Zhouzhi Li, Qifeng Fu
| Year of publication: |
2024
|
|---|---|
| Authors: | Sun, Hao ; Li, Xiaodong ; Li, Zhouzhi ; Fu, Qifeng |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 10, p. 1581-1612
|
| Subject: | covariates | crude oil futures markets | fGARCH-X model | functional time series | volatility relationship analysis and prediction | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Erdöl | Petroleum | ARCH-Modell | ARCH model | Welt | World | Ölmarkt | Oil market | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22538 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110704