Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Konstantinos Gkillas, Rangan Gupta, Christian Pierdzioch
| Year of publication: |
2020
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|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Gupta, Rangan ; Pierdzioch, Christian |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 104.2020, p. 1-20
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| Subject: | Forecasting | Asymmetric loss | Financial stress | Oil price | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact Factor: 2.014 (Stand 2019) SJR Faktor ist 1.510 / Q1 Journal (Stand 2019) H-Index: 91 (Stand 2021) |
| Other identifiers: | 10.1016/j.jimonfin.2020.102137 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012395236