INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Xinjie Lu, Feng Ma, Haibo Li, Jianqiong Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Lu, Xinjie ; Ma, Feng ; Li, Haibo ; Wang, Jianqiong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-8
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| Subject: | Regime switching | Exchange rate | INE oil futures market | International oil futures volatility | Volatility forecasting | Volatilität | Volatility | Wechselkurs | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Erdöl | Petroleum | Ölpreis | Oil price | ARCH-Modell | ARCH model | Währungsderivat | Currency derivative | Welt | World | Warenbörse | Commodity exchange | Schätzung | Estimation | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106935 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483407