Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Jiaming Zhang, Yitian Xiang, Yang Zou, Songlin Guo
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Jiaming ; Xiang, Yitian ; Zou, Yang ; Guo, Songlin |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102952, p. 1-12
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| Subject: | Chinese energy market | GARCH-MIDAS | Uncertainty index | Volatility forecasting | Volatilität | Volatility | China | Energiemarkt | Energy market | Prognoseverfahren | Forecasting model | Energiewirtschaft | Energy sector | Risiko | Risk | 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.irfa.2023.102952 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446929