Forecasting crude oil volatility with exogenous predictors : as good as it GETS?
Year of publication: |
2022
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Authors: | Bonnier, Jean-Baptiste |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-21
|
Subject: | Crude oil | Dynamic model averaging | General-to-specific | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Erdöl | Petroleum | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Welt | World |
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