Work

Forecasting the Volatility of US Oil and Gas Firms With Machine Learning

Year: 2024

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.3245

Authors: Juan D. Díaz, Erwin Hansen, Gabriel Cabrera

Institutions: University of Chile, University of Manchester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405762436

FWCI: 0.36

Cites: 53

Cited by: 1

Related to: 10