Exploring the impact of oil security attention on oil volatility : a new perspective
Year of publication: |
2024
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Authors: | Wang, Lu ; Li, Shan ; Liang, Chao |
Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 27.2024, 1, p. 61-80
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Subject: | asymmetric effects | crude oil | realized volatility | volatility Forecasting | Volatilität | Volatility | Erdöl | Petroleum | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Erdölindustrie | Oil industry |
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