Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (Q5862427)
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scientific article; zbMATH DE number 7486137
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models |
scientific article; zbMATH DE number 7486137 |
Statements
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (English)
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9 March 2022
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ACI model
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interval-valued crude oil prices
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range
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trading strategy
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volatility forecast
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0.8420917987823486
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0.7550782561302185
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0.7366352677345276
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0.7313785552978516
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