Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Yanran Hong, Jize Yu, Yuquan Su, Lu Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Hong, Yanran ; Yu, Jize ; Su, Yuquan ; Wang, Lu |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 358-368
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| Subject: | Volatility forecasting | Crude oil spot market | GARCH-MIDAS | Southern oscillation | STL decomposition | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Ölpreis | Oil price | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Welt | World | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.11.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364057