Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models
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More about this item
KeywordsInterval-valued data; crude oil price; ACI model; minimum DK-distance estimation; range;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-05-09 (All new papers)
- NEP-ECM-2014-05-09 (Econometrics)
- NEP-ENE-2014-05-09 (Energy Economics)
- NEP-FOR-2014-05-09 (Forecasting)
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