Work

Forecasting oil price realized volatility using information channels from other asset classes

Year: 2017

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2017.05.006

Authors: Stavros Degiannakis, George Filis

Institutions: Panteion University, Hellenic Open University, Bournemouth University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: Athens University of Economics and Business, European Commission, National and Kapodistrian University of Athens

Award: Forecasting oil prices, oil price volatility and economic policy uncertainty

OpenAlex ID: W2617434451

FWCI: 26.52

Cites: 97

Cited by: 284

Related to: 10