Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Afees A. Salisu, Rangan Gupta, Elie Bouri, Qiang Ji
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Bouri, Elie ; Ji, Qiang |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 1, p. 134-157
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| Subject: | energy markets volatility | GARCH-MIDAS model | global economic conditions | mixed frequency | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Welt | World | ARCH-Modell | ARCH model | Energiemarkt | Energy market | Ölpreis | Oil price | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2800 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796279