Oil price volatility predictability : new evidence from a scaled PCA approach
Year of publication: |
2022
|
---|---|
Authors: | Guo, Yangli ; He, Feng ; Liang, Chao ; Ma, Feng |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 105.2022, p. 1-9
|
Subject: | Forecasting | Oil price volatility | PCA | PLS | sPCA | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Welt | World |
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