Narrow search
Showing 1 - 10 of 118,553
Cover Image
Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting
Tiwari, Aviral Kumar; Sharma, Gagan Deep; Rao, Amar; … - In: Energy economics 134 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10015047054
Cover Image
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Cover Image
Natural gas volatility predictability in a data-rich world
Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Cover Image
Volatility of clean energy and natural gas, uncertainty indices, and global economic conditions
Wang, Jiqian; Ma, Feng; Bouri, Elie; Zhong, Juandan - In: Energy economics 108 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013203098
Cover Image
Modeling and forecasting the volatility of gas futures prices
Aiube, Fernando Antônio Lucena; Samanez, Carlos P.; … - In: Revista Brasileira de Finanças : RBFin 15 (2017) 4, pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
Cover Image
A three-factor model on the natural gas forward curve including temperature forecasts
Jablonowski, Christoph; Schicks, Markus - In: The journal of energy markets 10 (2017) 3, pp. 87-105
Persistent link: https://www.econbiz.de/10011999462
Cover Image
Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu; Wu, Rui; Ma, Weichun; Xu, Weiju - In: International review of financial analysis 89 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014465545
Cover Image
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model
Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19
This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon … futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is … applied for evaluating the impact of different EPU indexes on the price volatility of European Union Allowance (EUA) futures …
Persistent link: https://www.econbiz.de/10012705421
Cover Image
Transportation sector and Chinese stock volatility forecasting : evidence from freight and passenger traffic
Zhang, Lili; Zhong, Juandan - In: Finance research letters 60 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490424
Cover Image
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei; Huang, Haizhen - In: International review of economics & finance : IREF 86 (2023), pp. 31-45
Persistent link: https://www.econbiz.de/10014428753