Work

Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict

Year: 2023

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2023.104319

Authors: Yan Xu, Tianli Liu, Pei Du

Institutions: Dongbei University of Finance and Economics, Ocean University of China, Jiangnan University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Fundamental Research Funds for the Central Universities, Humanities and Social Science Fund of Ministry of Education of China

Award: G1928827572

OpenAlex ID: W4388688327

FWCI: 9.719

Cites: 45

Cited by: 55

Related to: 10