Modeling and forecasting the volatility of petroleum futures prices
Sang Hoon Kang; Seong-Min Yoon
| Year of publication: |
2013
|
|---|---|
| Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 354-362
|
| Subject: | DM test | Forecasting ability | Long memory | Persistence | Petroleum futures | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Prognose | Forecast | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Ölmarkt | Oil market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009724686