Volatility forecasting of crude oil market : which structural change based GARCH models have better performance?
Yue-Jun Zhang and Han Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Yue-Jun ; Zhang, Han |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 44.2023, 1, p. 175-193
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| Subject: | Crude oil market | Volatility forecasting | Structural changes | FFF-GARCH models | MRS-GARCH model | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Welt | World | Strukturwandel | Structural change | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.44.1.yzha [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013542058