Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Year of publication: |
2023
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Authors: | Zhang, Yaojie ; He, Mengxi ; Wang, Yudong ; Liang, Chao |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1318-1332
|
Subject: | Crude oil fundamentals | Crude oil market | Global economic policy uncertainty | Supervised learning | Volatility forecasting | Volatilität | Volatility | Welt | World | Ölpreis | Oil price | Ölmarkt | Oil market | Wirtschaftspolitik | Economic policy | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Prognoseverfahren | Forecasting model |
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