The economic impact of daily volatility persistence on energy markets
Christina Sklibosios Nikitopoulos, Alice Carole Thomas, Jianxin Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole ; Wang, Jian-xin |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 30.2023, p. 1-24
|
| Subject: | realized volatility | volatility persistence | macro-economy | energy markets | HAR | forecasting | Volatilität | Volatility | Energiemarkt | Energy market | Prognoseverfahren | Forecasting model | Welt | World | Zeitreihenanalyse | Time series analysis | 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.jcomm.2022.100285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426848