Petroleum market volatility tracker in China
Huabin Bian, Renhai Hua, Qingfu Liu, Ping Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Bian, Huabin ; Hua, Renhai ; Liu, Qingfu ; Zhang, Ping |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 11, p. 2022-2040
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| Subject: | realized volatility | GARCH-MIDAS models | petroleum market volatility tracker | Shanghai crude oil futures | Volatilität | Volatility | China | Ölpreis | Oil price | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Shanghai | ARCH-Modell | ARCH model | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22333 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465839