Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Lu Wang, Jiangbin Wu, Yang Cao, Yanran Hong
| Year of publication: |
2022
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| Authors: | Wang, Lu ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-12
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| Subject: | GARCH-MIDAS | Long-term forecasting | Markov regime-switching | Renewable energy stock volatility | Short-term forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Erneuerbare Energie | Renewable energy | Markov-Kette | Markov chain | Börsenkurs | Share price | Energieprognose | Energy forecast | ARCH-Modell | ARCH model | Prognose | Forecast | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349997