Modeling and forecasting the oil volatility index
The increase in oil price volatility in recent years has raised the importance of forecasting it accurately for valuing and hedging investments. The paper models and forecasts the crude oil exchange-traded funds (ETF) volatility index, which has been used in the last years as an important alternativ...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/19996 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/19996 |