Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests
Author:
Affiliation:
1. Southern Illinois University Edwardsville, Edwardsville, IL, USA
2. University of Patras, Patras, Greece
3. University of Pretoria, Pretoria, South Africa
4. Helmut Schmidt University, Hamburg, Germany
Funder
German Science Foundation
Publisher
Informa UK Limited
Subject
Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/01605682.2021.1936668
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