Multi-perspective investor attention and oil futures volatility forecasting
Year of publication: |
2023
|
---|---|
Authors: | Qu, Hui ; Li, Guo |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 119.2023, p. 1-13
|
Subject: | Crude oil futures | Heterogeneous autoregressive model | Investor attention | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum | Prognose | Forecast | Autokorrelation | Autocorrelation |
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