Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities
This paper builds and implements multifactor stochastic volatility models for the international oil/energy markets (Brent oil and WTI oil) for the period 2011–2021. The main objective is to make step ahead volatility predictions for the front month contracts followed by an implication discussion for...
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| Formato: | article |
| Lenguaje: | EN |
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MDPI AG
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/2e5645d8a35c4382a183ba32b496c97a |
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