The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures
Yan Li, Luu Duc Toan Huynh, Yongan Xu, Hao Liang
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Yan ; Luu Duc Toan Huynh ; Xu, Yongan ; Liang, Hao |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 2, p. 1-17
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| Subject: | Belief-based momentum | Chinese oil futures market | HAR | Volatility forecasting | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Schätzung | Estimation | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490332