Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Year of publication: |
2021
|
---|---|
Authors: | Zhao, Lu-Tao ; Wang, Zi-Jie ; Wang, Shu-Ping ; He, Ling-yun |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 4, p. 1068-1087
|
Subject: | Forecasting | Hodrick-Prescott filter | oil price | X12-ARIMA | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Ölmarkt | Oil market | Zeitreihenanalyse | Time series analysis | Welt | World |
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