Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Year of publication: |
2024
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Authors: | Wen, Danyan ; He, Mengxi ; Wang, Yudong ; Zhang, Yaojie |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 1022-1041
|
Subject: | Comprehensive perspective | Crude oil market | Shrinkage techniques | Uncertainty variables | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Risiko | Risk | Welt | World | Rohstoffderivat | Commodity derivative |
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