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Effect of outliers on volatility forecasting and Value at Risk estimation in crude oil markets
Sharma, Himanshu; Dharmaraja, Selvamuthu - In: OPEC energy review 40 (2016) 3, pp. 276-299
Persistent link: https://www.econbiz.de/10011711516
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Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie; He, Mengxi; Wang, Yudong; Liang, Chao - In: International journal of forecasting 39 (2023) 3, pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat - In: International review of economics & finance : IREF 94 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
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Crude oil volatility forecasting : new evidence from world uncertainty index
Yao, Zhigang; Liu, Yao - In: Finance research letters 58 (2023) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10014584782
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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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Oil price volatility predictability based on global economic conditions
Guo, Yangli; Ma, Feng; Li, Haibo; Lai, Xiaodong - In: International review of financial analysis 82 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013431150
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Capturing the dynamics of the China crude oil futures : Markov switching, co-movement, and volatility forecasting
Liu, Min; Lee, Chien-chiang - In: Energy economics 103 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013364085
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Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima - In: Energy economics 104 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
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Forecasting crude oil volatility with exogenous predictors : as good as it GETS?
Bonnier, Jean-Baptiste - In: Energy economics 111 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013350043