Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Riza Demirer, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch
| Year of publication: |
2022
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|---|---|
| Authors: | Demirer, Rıza ; Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 8, p. 1755-1767
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| Subject: | Oil price | random forests | realized volatility | risk aversion | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Ölpreis | Theorie | Theory | Ölmarkt | Oil market | Welt | World | Experiment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2021.1936668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373057