Modeling and forecasting oil price risk : the role of implied volatility index
Year of publication: |
2017
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Authors: | Dutta, Anupam |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 6, p. 1003-1016
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Subject: | OVX | Forecast encompassing | Oil price volatility | Range-based RV measures | RV models | WTI oil price futures | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Prognose | Forecast | Welt | World | Ölmarkt | Oil market |
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