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isPartOf:"Energy policy"
~isPartOf:"International review of economics & finance : IREF"
~person:"Chen, Wang"
~person:"He, Ling-yun"
~person:"Zhang, Yue-jun"
~subject:"Prognoseverfahren"
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Prognoseverfahren
ARCH model
3
ARCH-Modell
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Commodity derivative
3
Oil price
3
Rohstoffderivat
3
Ölpreis
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Forecasting model
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Volatility
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Volatility forecasting
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Regime switching
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Time series analysis
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Time-varying granger causality
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Volatility of realized volatility
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Chen, Wang
He, Ling-yun
Zhang, Yue-jun
Abosedra, Salah S.
1
Baghestani, Hamid
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Bannigidadmath, Deepa
1
Bao, Weiwei
1
Chen, Langnan
1
Chen, Rongda
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Su, Yuandong
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Tian, Fengping
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Wei, Yu
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Yang, Ke
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Yao, Ting
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Energy policy
International review of economics & finance : IREF
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International review of financial analysis
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ECONIS (ZBW)
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Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
2
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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