More is better? : the impact of predictor choice on the INE oil futures volatility forecasting
Tong Fu, Dasen Huang, Lingbing Feng, Xiaoping Tang
| Year of publication: |
2024
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|---|---|
| Authors: | Fu, Tong ; Huang, Dasen ; Feng, Lingbing ; Tang, Xiaoping |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107540, p. 1-17
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| Subject: | Ensemble tree model | Factor selection | INE oil futures market | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | ARCH-Modell | ARCH model | Ölpreis | Oil price | Ölmarkt | Oil market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107540 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047115