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  5. Forecasting the realized variance of oil-price returns using machine learning

Forecasting the realized variance of oil-price returns using machine learning

Is there a role for U.S. state-level uncertainty?
Publication date
2022-08-04
Document type
Forschungsartikel
Author
Çepni, Oğuzhan
Gupta, Rangan
Pienaar, Daniel
Pierdzioch, Christian  
Organisational unit
VWL, insb. Monetäre Ökonomik  
DOI
10.1016/j.eneco.2022.106229
URI
https://openhsu.ub.hsu-hh.de/handle/10.24405/17982
Publisher
Elsevier
Series or journal
Energy Economics
ISSN
0140-9883
Periodical volume
114
Article ID
106229
Peer-reviewed
✅
Part of the university bibliography
✅
Additional Information
Language
English
Version
Published version
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