Oil futures volatility predictability : new evidence based on machine learning models
Year of publication: |
[2022]
|
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Authors: | Lu, Xinjie ; Ma, Feng ; Xu, Jin ; Zhang, Zehui |
Publisher: |
[S.l.] : SSRN |
Subject: | Machine learning | Combination forecast | Realized volatility | Oil futures market | Crisis periods | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Künstliche Intelligenz | Artificial intelligence | Prognose | Forecast | Erdöl | Petroleum | Ölpreis | Oil price | Warenbörse | Commodity exchange |
Extent: | 1 Online-Ressource (ca. 52 Seiten) Illustrationen |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 10, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4031147 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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