The relationship between renewable energy attention and volatility : a HAR model with markov time-varying transition probability
Huayou Duan, Chenchen Zhao, Lu Wang, Guangqiang Liu
| Year of publication: |
2024
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| Authors: | Duan, Huayou ; Zhao, Chenchen ; Wang, Lu ; Liu, Guangqiang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 71.2024, Art.-No. 102437, p. 1-17
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| Subject: | Markov switching | Natural language processing | Renewable energy attention | Time-varying transition probability | Volatility prediction | Volatilität | Volatility | Erneuerbare Energie | Renewable energy | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102437 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062160