Natural gas volatility predictability in a data-rich world
Fei Lu, Feng Ma, Pan Li, Dengshi Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Lu, Fei ; Ma, Feng ; Li, Pan ; Huang, Dengshi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-15
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| Subject: | Economic indices | Macroeconomic variables | MIDAS-LASSO | Natural gas volatility forecasting | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Erdgas | Natural gas | Wirtschaftsindikator | Economic indicator | Prognose | Forecast | Erdgasmarkt | Natural gas market | Welt | World | Gaswirtschaft | Gas industry | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102218 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013454950