Forecast evaluation in daily commodities futures markets
Year of publication: |
2010
|
---|---|
Authors: | Gogas, Periklis ; Serletis, Apostolos |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 1.2010, 2, p. 155-168
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | energy markets | forecasting | autoregressive conditional heteroscedasticity | derivatives | ARCH | commodities futures markets | financial econometrics | crude oil | gasoline | heating oil | propane | natural gas |
-
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying, (2022)
-
Chen, Rongda, (2019)
-
Linkages among the US energy futures markets
Aruga, Kentaka, (2013)
- More ...
-
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
SERLETIS, APOSTOLOS, (2014)
-
Purchasing power parity, nonlinearity and chaos
Serletis, Apostolos, (2000)
-
Episodic Nonlinearity in Leading Global Currencies
Serletis, Apostolos, (2012)
- More ...