Work

Forecasting volatility in Chinese crude oil futures: insights from volatility-of-volatility and Markov regime-switching approaches

Year: 2024

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697688.2024.2434127

Authors: Gaoxiu Qiao, Yijun Pan, Chao Liang

Institution: Southwest Jiaotong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Sichuan Province

Awards: G302397474, G4334528961, G8376200710

OpenAlex ID: W4405453023

FWCI: 0.36

Cites: 56

Cited by: 1

Related to: 10