What should be taken into consideration when forecasting oil implied volatility index?
Panagiotis Delis, Stavros Degiannakis, and Konstantinos Giannopoulos
| Year of publication: |
2023
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| Authors: | Delis, Panagiotis ; Degiannakis, Stavros ; Giannopoulos, Konstantinos |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 44.2023, 5, p. 231-249
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| Subject: | Crude oil | Implied volatility | HAR modeling | Trading strategies | Dynamic model averaging | Long memory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5547/01956574.44.4.pdel [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380730