Can Inflation Predict Energy Price Volatility?
Year of publication: |
[2023]
|
---|---|
Authors: | Batten, Jonathan A. ; Mo, Di ; Pourkhanali, Armin |
Publisher: |
[S.l.] : SSRN |
Subject: | Inflation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Energiepreis | Energy price |
-
Can inflation predict energy price volatility?
Batten, Jonathan A., (2024)
-
Cheng, Yongwei, (2024)
-
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan, (2023)
- More ...
-
Can inflation predict energy price volatility?
Batten, Jonathan A., (2024)
-
Leslie, Gordon, (2021)
-
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin, (2020)
- More ...