Work

More is better? The impact of predictor choice on the INE oil futures volatility forecasting

Year: 2024

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2024.107540

Authors: Tong Fu, Dasen Huang, Lingbing Feng, Xiaoping Tang

Institutions: Guizhou University, Jiangxi University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4394981845

FWCI: 16.08

Cites: 72

Cited by: 45

Related to: 10