Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Year of publication: |
2022
|
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Authors: | Çepni, Oğuzhan ; Gupta, Rangan ; Pienaar, Daniel ; Pierdzioch, Christian |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 114.2022, p. 1-14
|
Subject: | Aggregate and regional uncertainties | Forecasting | Machine learning | Oil price | Realized variance | USA | United States | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Ölpreis | Baumwollmarkt | Cotton market | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Volatilität | Volatility | Risiko | Risk |
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