doi.org/10.1016/j.jimonfin.2020.102137

Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss

Κωνσταντίνος Γκίλλας
22
,
Rangan Gupta
77
,
Christian Pierdzioch
33
Journal of International Money and Finance3.30
Volume: 104, Pages: 102137 - 102137
Published: Jan 25, 2020
Paper Fields
Paper Details
Title
Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss
DOI
doi.org/10.1016/j.jimonfin.2020.102137
Published Date
Jan 25, 2020
Journal
Journal of International Money and Finance
Volume
104
Pages
102137 - 102137
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