Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Yuejing Wang, Wuyi Ye, Ying Jiang, Xiaoquan Liu
| Year of publication: |
2024
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| Authors: | Wang, Yuejing ; Ye, Wuyi ; Jiang, Ying ; Liu, Xiaoquan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103094, p. 1-16
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| Subject: | Economic gain | Energy market | GARCH | Machine learning technique | Subsample analysis | Volatilität | Volatility | Energiewirtschaft | Energy sector | ARCH-Modell | ARCH model | Energiemarkt | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492381