Risk aversion and the predictability of crude oil market volatility

A forecasting experiment with random forests

Publication date

2021-06-21

Document type

Forschungsartikel

Author

Demirer, Rıza

Gillas, Konstantinos Gkillas

Gupta, Rangan

Organisational unit

DOI

URI

Publisher

Taylor and Francis

Series or journal

Journal of the Operational Research Society

ISSN

Periodical volume

73

Periodical issue

8

First page

1755

Last page

1767

Peer-reviewed

✅

Part of the university bibliography

✅

Language

English

Version

Published version

Access right on openHSU

Metadata only access