The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model
Feipeng Zhang, Hongfu Gao, Di Yuan
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Feipeng ; Gao, Hongfu ; Yuan, Di |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 35.2024, Art.-No. 100409, p. 1-17
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| Subject: | Oil volatility forecasting | Quantile autoregression | Stock volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Ölpreis | Oil price | Schätzung | Estimation | Börsenkurs | Share price | Autokorrelation | Autocorrelation | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100409 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015077268