What the investors need to know about forecasting oil futures return volatility
Year of publication: |
June 2016
|
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Authors: | Wang, Yudong ; Liu, Li ; Ma, Feng ; Wu, Chongfeng |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 128-139
|
Subject: | Crude oil | Futures | Density | GARCH | Portfolio | Volatilität | Volatility | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Prognoseverfahren | Forecasting model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
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