Global economic policy uncertainty and oil futures volatility prediction
Ling Zhao
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhao, Ling |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-6
|
| Subject: | Global economic policy uncertainty | Volatility forecasting | Regime switching | Oil futures volatility | Volatilität | Volatility | Welt | World | Prognoseverfahren | Forecasting model | Wirtschaftspolitik | Economic policy | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Risiko | Risk | Prognose | Forecast | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103693 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472626