Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?
Yu Wei, Jing Liu, Xiaodong Lai, Yang Hu
| Year of publication: |
October 2017
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|---|---|
| Authors: | Wei, Yu ; Liu, Jing ; Lai, Xiaodong ; Hu, Yang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 68.2017, p. 141-150
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| Subject: | Crude oil market | Volatility forecasting | GARCH-MIDAS | Dynamic model averaging method | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Welt | World | Spekulation | Speculation | Ölpreis | Oil price | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.09.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011905038