The role of higher moments in predicting China's oil futures volatility : evidence from machine learning models
Hongwei Zhang, Xinyi Zhao, Wang Gao, Zibo Niu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Hongwei ; Zhao, Xinyi ; Gao, Wang ; Niu, Zibo |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 32.2023, p. 1-27
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| Subject: | China's oil futures | COVID-19 | Higher-order moments | Machine learning | Combination forecasting | China | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Coronavirus | Prognose | Forecast | Rohstoffderivat | Commodity derivative | 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.2023.100352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014495762