Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Yaojie Zhang, Mengxi He, Yudong Wang, Chao Liang
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Yaojie ; He, Mengxi ; Wang, Yudong ; Liang, Chao |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1318-1332
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| Subject: | Crude oil fundamentals | Crude oil market | Global economic policy uncertainty | Supervised learning | Volatility forecasting | Volatilität | Volatility | Ölmarkt | Oil market | Welt | World | Ölpreis | Oil price | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465282