Hybrid forecasting of crude oil volatility index : the cross-market effects of stock market jumps
Gongyue Jiang, Gaoxiu Qiao, Lu Wang, Feng Ma
| Year of publication: |
2024
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|---|---|
| Authors: | Jiang, Gongyue ; Qiao, Gaoxiu ; Wang, Lu ; Ma, Feng |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 2378-2398
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| Subject: | cross-market effects | crude oil volatility index | economic significance evaluation | hybrid forecasting | stock market jumps | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Aktienmarkt | Stock 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/for.3132 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110456