Work

Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model

Year: 2022

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2022.106437

Authors: Chao Liang, Zhenglan Xia, Xiaodong Lai, Lu Wang

Institution: Southwest Jiaotong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W4309724022

FWCI: 7.691

Cites: 110

Cited by: 49

Related to: 10