What matters when developing oil price volatility forecasting frameworks?
Panagiotis Delis, Stavros Degiannakis, George Filis
| Year of publication: |
2022
|
|---|---|
| Authors: | Delis, Panagiotis ; Degiannakis, Stavros ; Filis, George |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 2, p. 361-382
|
| Subject: | HAR model | multistep ahead forecasts | oil price implied volatility index | realized volatility | time-varying parameter model | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2815 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817777