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~isPartOf:"The Journal of energy and development"
~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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The Journal of energy and development
The journal of futures markets
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Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Do jumps matter for volatility forecasting? : evidence from energy markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
Saved in:
4
Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 490-507
Persistent link: https://www.econbiz.de/10003962641
Saved in:
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