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~isPartOf:"Journal of forecasting"
~person:"Filis, George"
~person:"Miao, Hong"
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Forecasting model
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Oil price
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Volatility
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crude oil futures options
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implied volatility
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Filis, George
Miao, Hong
Ji, Qiang
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Journal of forecasting
Energy economics
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Bank of Greece Working Paper
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Review of quantitative finance and accounting
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The journal of futures markets
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Tourism management : research, policies, practice
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What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
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2
The forecasting efficacy of risk-neutral mopments for crude oil volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
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