Stock market bubbles and the realized volatility of oil price returns
Year of publication: |
2024
|
---|---|
Authors: | Gupta, Rangan ; Nielsen, Joshua ; Pierdzioch, Christian |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 132.2024, Art.-No. 107432, p. 1-13
|
Subject: | Forecasting | Oil price | Realized volatility | Shrinkage estimators | Stock market bubbles | Volatilität | Volatility | Spekulationsblase | Bubbles | Ölpreis | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Welt | World | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
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