Work

Oil price volatility predictability: New evidence from a scaled PCA approach

Year: 2021

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2021.105714

Authors: Yangli Guo, Feng He, Chao Liang, Feng Ma

Institutions: Southwest Jiaotong University, Tianjin University of Finance and Economics

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

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: G1552248936, G530850957, G6347160404, 中国原油期货市场波动率建模、预测及其应用研究：基于时变机制转换和动态稀疏权重组合方法, G8664735882

OpenAlex ID: W3216401771

FWCI: 6.323

Cites: 50

Cited by: 51

Related to: 10