Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Year of publication: |
2022
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Authors: | Salisu, Afees A. ; Pierdzioch, Christian ; Gupta, Rangan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-7
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Subject: | Forecasting | Oil tail risks | Realized variance of oil-price | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance |
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