Predicting natural gas futures' volatility using climate risks
Kun Guo, Fengqi Liu, Xiaolei Sun, Dayong Zhang, Qiang Ji
| Year of publication: |
2023
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|---|---|
| Authors: | Guo, Kun ; Liu, Fengqi ; Sun, Xiaolei ; Zhang, Dayong ; Ji, Qiang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
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| Subject: | Climate risk | GARCH-MIDAS | Natural gas futures | Volatility | Volatilität | Klimawandel | Climate change | Erdgas | Natural gas | Rohstoffderivat | Commodity derivative | Risiko | Risk | Erdgasmarkt | Natural gas market | Prognose | Forecast | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473296