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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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2
Forecasting realized volatility of crude oil futures prices based on machine learning
Luo, Jiawen
;
Klein, Tony
;
Walther, Thomas
;
Ji, Qiang
- In:
Journal of forecasting
43
(
2024
)
5
,
pp. 1422-1446
Persistent link: https://www.econbiz.de/10015108396
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