The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic
Zibo Niu, Feng Ma, Hongwei Zhang
| Year of publication: |
2022
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|---|---|
| Authors: | Niu, Zibo ; Ma, Feng ; Zhang, Hongwei |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 112.2022, p. 1-12
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| Subject: | Volatility forecasting | COVID-19 pandemic | Crude oil futures | MCS test | Uncertainty measures | Volatilität | Volatility | Coronavirus | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Risiko | Risk | Epidemie | Epidemic | Ölpreis | Oil price | Ölmarkt | Oil market | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106120 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350769