Oil price volatility predictability based on global economic conditions
Yangli Guo, Feng Ma, Haibo Li, Xiaodong Lai
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Yangli ; Ma, Feng ; Li, Haibo ; Lai, Xiaodong |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-11
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| Subject: | Global economic conditions | PCA | PLS | sPCA | WTI crude oil price volatility predictability | Volatilität | Volatility | Ölpreis | Oil price | Welt | World | Prognoseverfahren | Forecasting model | 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.2022.102195 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431150