Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?-Reference-Cited by-同舟云学术

Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?

Published:2022-03 Issue: Volume:75 Page:102521
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Yan Xiang^ORCID,Bai Jiancheng^ORCID,Li Xiafei^ORCID,Chen Zhonglu

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference44 articles.

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5. The importance of the macroeconomic variables in forecasting stock return variance: a GARCH-MIDAS approach;Asgharian;J. Forecast.,2013

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