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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

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Forecasting the volatility of crude oil futures using high-frequency data : further evidence

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

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Forecasting the VaR of crude oil market: do alternative distributions help?

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Forecasting the realized range-based volatility using dynamic model averaging approach

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Forecasting house prices using dynamic model averaging approach : evidence from China

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Forecasting realized volatility in a changing world : a dynamic model averaging approach

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Forecasting realized range volatility : a regime-switching approach

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Cryptocurrency Uncertainty and Volatility Forecasting of Precious Metal Futures Markets

Wei, Yu; Wang, Yizhi; Lucey, Brian M.; Vigne, Samuel A. - 2022

Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...

Persistent link: https://www.econbiz.de/10013404670