Forecasting crude oil volatility with uncertainty indicators : new evidence
Xiafei Li, Chao Liang, Zhonglu Chen, Muhammad Umar
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Xiafei ; Liang, Chao ; Chen, Zhonglu ; Umar, Muhammad |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-19
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| Subject: | Regime switching | LASSO | Oil volatility forecast | Uncertainty indicators | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | ARCH-Modell | ARCH model | Wirtschaftsindikator | Economic indicator | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013203032