Modeling and predicting oil VIX: Internet search volume versus traditional mariables-Reference-Cited by-同舟云学术

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Modeling and predicting oil VIX: Internet search volume versus traditional mariables

Published:2017-08 Issue: Volume:66 Page:194-204
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Campos I.,Cortazar G.,Reyes T.

Funder

Fondecyt Iniciación

Fondecyt Regular

Núcleo Milenio Research Center for Entrepreneurial Strategy Under Uncertainty

Conicyt

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference66 articles.

1. Aggregation, persistence and volatility in a macro model;Abadir;Rev. Econ. Stud.,2002

2. Leverage vs. feedback: which effect drives the oil market?;Aboura;Finance Res. Lett.,2013

3. Financialization in commodity markets: a passing trend or the new normal?;Adams;J. Bank. Financ.,2015

4. An inverted U-shaped crude oil price return-implied volatility relationship;Agbeyegbe;Rev. Financ. Econ.,2015

5. Roughing it up: including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007

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