What the investors need to know about forecasting oil futures return volatility
Yudong Wang, Li Liu, Feng Ma, Chongfeng Wu
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Wang, Yudong ; Liu, Li ; Ma, Feng ; Wu, Chongfeng |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 128-139
|
| Subject: | Crude oil | Futures | Density | GARCH | Portfolio | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | Ölmarkt | Oil market | Prognose | Forecast | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698302