Can inflation predict energy price volatility?
Jonathan A. Batten, Di Mo, Armin Pourkhanali
| Year of publication: |
2024
|
|---|---|
| Authors: | Batten, Jonathan A. ; Mo, Di ; Pourkhanali, Armin |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107158, p. 1-18
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| Subject: | Energy market | Energy volatility models | MIDAS models | Portfolio management | Energiemarkt | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Energiepreis | Energy price | Prognoseverfahren | Forecasting model | Inflation | Theorie | Theory | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.107158 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014558888