Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model
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DOI: 10.1016/j.irfa.2024.103094
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More about this item
Keywords
Energy market; Machine learning technique; Economic gain; GARCH; Subsample analysis;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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