Oil price volatility predictability : new evidence from a scaled PCA approach
Yangli Guo, Feng He, Chao Liang, Feng Ma
| Year of publication: |
2022
|
|---|---|
| Authors: | Guo, Yangli ; He, Feng ; Liang, Chao ; Ma, Feng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 105.2022, p. 1-9
|
| Subject: | Forecasting | Oil price volatility | PCA | PLS | sPCA | Ölpreis | Oil price | Volatilität | Volatility | 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.eneco.2021.105714 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013201946