Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Qiaoqi Lang, Xinjie Lu, Feng Ma, Dengshi Huang
| Year of publication: |
2022
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|---|---|
| Authors: | Lang, Qiaoqi ; Lu, Xinjie ; Ma, Feng ; Huang, Dengshi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1
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| Subject: | COVID-19 | GARCH-MIDAS model | Markov-regime model | Oil futures market | Twitter-based uncertainty | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Coronavirus | Risiko | Risk | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum | Warenbörse | Commodity exchange | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457290