Work

Forecasting crude oil market volatility: Further evidence using GARCH-class models

Year: 2010

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2010.07.009

Authors: Yu Wei, Yudong Wang, Dengshi Huang

Institutions: Southwest Jiaotong University, Shanghai Jiao Tong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Program for New Century Excellent Talents in University, Fundamental Research Funds for the Central Universities

OpenAlex ID: W2010732706

FWCI: 25.63

Cites: 38

Cited by: 374

Related to: 10