This is the first comprehensive study on the forecasting of the realized volatility of non-ferrous metal futures. Based on 8.5 years of intraday data on copper, zinc, nickel, lead and aluminum, we explore a variety of extensions of the univariate heterogeneous autoregressive (HAR) model and seek...

This study is the first to explore whether the well-known relationship between the clean energy sector, oil prices, and technology stocks can be leveraged to enhance the accuracy of realized volatility forecasts for individual clean energy sub-sectors. Based on intraday data and various...