Oil price volatility predictability based on global economic conditions
Year of publication: |
2022
|
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Authors: | Guo, Yangli ; Ma, Feng ; Li, Haibo ; Lai, Xiaodong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-11
|
Subject: | Global economic conditions | PCA | PLS | sPCA | WTI crude oil price volatility predictability | Ölpreis | Oil price | Volatilität | Volatility | Welt | World | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model |
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