The role of investors’ fear in crude oil volatility forecasting-Reference-Cited by-同舟云学术

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The role of investors’ fear in crude oil volatility forecasting

Published:2024-06 Issue: Volume:70 Page:102353
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Haukvik Nicole,Cheraghali Hamid^ORCID,Molnár Peter^ORCID

Funder

Czech Science Foundation

Publisher

Elsevier BV

Reference60 articles.

1. What can explain the price, volatility and trading volume of bitcoin?;Aalborg;Finance Res. Lett.,2019

2. Google search keywords that best predict energy price volatility;Afkhami;Energy Econ.,2017

3. Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models;Agnolucci;Energy Econ.,2009

4. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Andersen;J. Finance,1996

5. Do retail trades move markets?;Barber;Rev. Financ. Stud.,2009

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability;Research in International Business and Finance;2024-08

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