Oil futures volatility predictability : new evidence based on machine learning models
Xinjie Lu, Feng Ma, Jin Xu, Zehui Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Lu, Xinjie ; Ma, Feng ; Xu, Jin ; Zhang, Zehui |
| 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: | Machine learning | Realized volatility | Combination forecast | Crisis periods | Oil futures market | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Ölmarkt | Oil market | Erdöl | Petroleum | Ölpreis | Oil price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102299 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013460875