Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach

2021 ◽  
Author(s):  
Sauraj Verma
Keyword(s):  
Crude Oil ◽  
Hybrid Approach ◽  
Oil Futures ◽  
Crude Oil Futures ◽  
Forecasting Volatility

scholarly journals A novel hybrid approach to forecast crude oil futures using intraday data

2020 ◽  
Vol 158 ◽  
pp. 120126 ◽  
Author(s):  
Jeevananthan Manickavasagam ◽  
S. Visalakshmi ◽  
Nicholas Apergis
Keyword(s):  
Crude Oil ◽  
Hybrid Approach ◽  
Oil Futures ◽  
Crude Oil Futures ◽  
Intraday Data

International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis

2020 ◽  
Author(s):  
Konstantinos Gkillas ◽  
Christoforos Konstantatos ◽  
Athanasios Tsagkanos ◽  
Dimitrios I. Vortelinos
Keyword(s):  
Financial Crisis ◽  
Crude Oil ◽  
Global Financial Crisis ◽  
Oil Futures ◽  
West Texas ◽  
Crude Oil Futures

The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China

2021 ◽  
Vol 73 ◽  
pp. 102173
Author(s):  
Zibo Niu ◽  
Yuanyuan Liu ◽  
Wang Gao ◽  
Hongwei Zhang
Keyword(s):  
Crude Oil ◽  
Futures Markets ◽  
Volatility Forecasting ◽  
Oil Futures ◽  
Crude Oil Futures
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