Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Year of publication: |
2022
|
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Authors: | Ding, Shusheng ; Cui, Tianxiang ; Zhang, Yongmin |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-11
|
Subject: | Big data analytics | Crude oil futures market volatility | Electricity market volatility | Order imbalance | Volatilität | Volatility | Big Data | Big data | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Data Mining | Data mining | Derivat | Derivative |
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