Do high-frequency stock market data help forecast crude oil prices? : evidence from the MIDAS models
Year of publication: |
2019
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Authors: | Zhang, Yue-jun ; Wang, Jin-Li |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 192-201
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Subject: | Crude oil price forecast | High frequency data | MIDAS model | Stock market | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Welt | World | Zeitreihenanalyse | Time series analysis |
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