Modeling gasoline price volatility
László Kamocsai, Mihály Ormos
| Year of publication: |
2025
|
|---|---|
| Authors: | Kamocsai, László ; Ormos, Mihály |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 73.2025, Art.-No. 106657, p. 1-9
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| Subject: | Commodity market | Common factor | Forecast combination | Gasoline | Leverage effect | Volatility forecasting | Volatilität | Volatility | Benzin | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Preis | Price | Ölpreis | Oil price | Rohstoffpreis | Commodity price | Benzinpreis | Gasoline price | Rohstoffmarkt |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106657 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015210877