Work

Oil futures volatility predictability: New evidence based on machine learning models

Year: 2022

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2022.102299

Authors: Xinjie Lu, Feng Ma, Jin Xu, Zehui Zhang

Institution: Southwest Jiaotong University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, National University's Basic Research Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G1552248936, G2740790286, 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

OpenAlex ID: W4285401607

FWCI: 6.74

Cites: 94

Cited by: 51

Related to: 10