Predicting the volatility of major energy commodity prices: The dynamic persistence model

被引：0
|
作者：
Baruník, Jozef [1 ,2 ]
Vácha, Lukáš [2 ]
机构：
[1] Institute of Economic Studies, Charles University, Czech Republic
[2] The Czech Academy of Sciences, Institute of Information Theory and Automation, Czech Republic
来源：
Energy Economics | 2024年 / 140卷
关键词：
All Open Access; Green;
D O I：
10.1016/j.eneco.2024.107982
中图分类号：
学科分类号：
摘要：
32
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