Internet Appendix to `Forecasting Realized Volatility of the Oil Future Prices via Machine Learning'

The Internet Appendix consists of three sections. Section A shows data sources and detailed data processing procedures. In Section B, we outline seven forecasting models. Last, Section C represents the empirical results

MoreLess

Year of publication:	[2021]
Authors:	Kim, Byung-June ; Kim, Taeyoon ; Jang, Bong-Gyu
Publisher:	[S.l.] : SSRN
Subject:	Volatilität \| Volatility \| Künstliche Intelligenz \| Artificial intelligence \| Ölpreis \| Oil price \| Prognoseverfahren \| Forecasting model \| Internet \| Prognose \| Forecast \| Rohstoffderivat \| Commodity derivative \| Risikoprämie \| Risk premium

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2020 erstellt
Other identifiers:	10.2139/ssrn.3708603 [DOI]
Classification:	C5 - Econometric Modeling ; C22 - Time-Series Models ; G1 - General Financial Markets ; Q4 - Energy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013241114