Work

Exploiting Dependence: Day-Ahead Volatility Forecasting for Crude Oil and Natural Gas Exchange-Traded Funds

Year: 2018

Type: article

Source: Energy

DOI: 10.1016/j.energy.2018.04.194

Authors: Štefan Lyócsa, Peter Molnár

Institutions: Slovak Academy of Sciences, Masaryk University, Institute of Economic Research of the Slovak Academy of Sciences, University of Stavanger

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Grantová Agentura České Republiky, Agentúra na Podporu Výskumu a Vývoja

Awards: Nákaza na medzinárodných trhoch: revidovanie modelov a analýza sietí, Forecasting Volatility in Emerging Financial Markets

OpenAlex ID: W2802204075

FWCI: 7.607

Cites: 92

Cited by: 39

Related to: 10