Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Year of publication: |
2022
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Authors: | Nonejad, Nima |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-6
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Subject: | Crude oil price volatility | News-based geopolitical risk index | Nonlinearity | Realized volatility | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | Geopolitik | Geopolitics | ARCH-Modell | ARCH model |
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