Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Yingying Xu, Donald Lien
| Year of publication: |
2022
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|---|---|
| Authors: | Xu, Yingying ; Lien, Da-hsiang Donald |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 2, p. 259-278
|
| Subject: | crude oil | energy asset | forecasting | GAS | natural gas | volatility | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Gaswirtschaft | Gas industry | Erdgas | Natural gas | Prognose | Forecast | Erdgasmarkt | Natural gas market | Energieprognose | Energy forecast | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2812 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817733