Forecasting the good and bad uncertainties of crude oil prices using a HAR framework
Xu Gong, Boqiang Lin
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Gong, Xu ; Lin, Boqiang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 67.2017, p. 315-327
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| Subject: | Forecasting uncertainty | Good uncertainty | Bad uncertainty | Realized semivariance | HAR | MCS | Risiko | Risk | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty | Prognose | Forecast | Welt | World | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.08.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897926