Futures-based forecasts : how useful are they for oil price volatility forecasting?
Ioannis Chatziantoniou, Stavros Degiannakis, George Filis
| Year of publication: |
2019
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|---|---|
| Authors: | Chatziantoniou, Ioannis ; Degiannakis, Stavros ; Filis, George |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 81.2019, p. 639-649
|
| Subject: | Forecasting | Realized volatility | Brent crude oil | Futures-based forecasts | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Welt | World | Prognose | Forecast | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.04.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172881