Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Year of publication: |
2024
|
---|---|
Authors: | Luo, Qin ; Ma, Feng ; Wang, Jiqian ; Wu, You |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 129.2024, Art.-No. 107187, p. 1-12
|
Subject: | Exogenous drivers | Oil volatility forecasting | Shrinkage method | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Erdölindustrie | Oil industry |
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