FORECASTING CRUDE OIL MARKET VOLATILITY: FURTHER EVIDENCE USING GARCH-CLASS MODELS

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HUANG DENGSHI; WANG YUDONG; WEI YU

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Journal Paper

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Journal: ENERGY ECONOMICS Year:2010 | Volume:32 | Issue:6 Page(s): 1477-1484

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Information Journal Paper

Title

FORECASTING CRUDE OIL MARKET VOLATILITY: FURTHER EVIDENCE USING GARCH-CLASS MODELS

Author(s)

HUANG DENGSHI | WANG YUDONG | WEI YU | Issue Writer Certificate

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Abstract

Cites

EXAMINATION OF CRUDE OIL PRICES RELATIONSHIPS IN SPOT AND FUTURES MARKETS BASED ON THE BASIS RISK AND CRUDE OIL INVENTORY: USING GARCH MODEL
CALCULATION OF VALUE AT RISK FOR PORTFOLIO OF COIN AND BOURSE INDEX; COMPARING TO MODELS: GARCH AND M-GARCH

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APA: Copy

HUANG, DENGSHI, WANG, YUDONG, & WEI, YU. (2010). FORECASTING CRUDE OIL MARKET VOLATILITY: FURTHER EVIDENCE USING GARCH-CLASS MODELS. ENERGY ECONOMICS, 32(6), 1477-1484. SID. https://sid.ir/paper/593651/en

Vancouver: Copy

HUANG DENGSHI, WANG YUDONG, WEI YU. FORECASTING CRUDE OIL MARKET VOLATILITY: FURTHER EVIDENCE USING GARCH-CLASS MODELS. ENERGY ECONOMICS[Internet]. 2010;32(6):1477-1484. Available from: https://sid.ir/paper/593651/en

IEEE: Copy

DENGSHI HUANG, YUDONG WANG, and YU WEI, “FORECASTING CRUDE OIL MARKET VOLATILITY: FURTHER EVIDENCE USING GARCH-CLASS MODELS,” ENERGY ECONOMICS, vol. 32, no. 6, pp. 1477–1484, 2010, [Online]. Available: https://sid.ir/paper/593651/en

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