Work

Forecasting oil futures price volatility: New evidence from realized range-based volatility

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.09.006

Authors: Feng Ma, Yaojie Zhang, Dengshi Huang, Xiaodong Lai

Institution: Southwest Jiaotong 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, Fundamental Research Funds for the Central Universities

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, G2079728654, G2618567197, 高频数据视角下的金融市场波动率建模及预测：基于机制转换和动态模型平均组合预测法的研究

OpenAlex ID: W2890181007

FWCI: 12.9

Cites: 84

Cited by: 75

Related to: 10