Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Year of publication: |
2022
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Authors: | Salisu, Afees A. ; Gupta, Rangan ; Bouri, Elie ; Ji, Qiang |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 1, p. 134-157
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Subject: | energy markets volatility | GARCH-MIDAS model | global economic conditions | mixed frequency | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Welt | World | ARCH-Modell | ARCH model | Prognose | Forecast |
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Oil price volatility predictability based on global economic conditions
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