摘要 : © 2021 International Institute of ForecastersThis paper aims to improve the predictability of aggregate oil market volatility with a substantially large macroeconomic database, including 127 macro variables. To this end, we use ma... 展开
作者 | Zhang Y. Wang Y. Wahab M.I.M. |
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作者单位 | |
期刊名称 | 《International journal of forecasting》 |
页码/总页数 | 486-502 / 17 |
语种/中图分类号 | 英语 / F2 |
关键词 | Big data Crude oil market Machine learning Variable selection Volatility forecasting |
DOI | 10.1016/j.ijforecast.2021.12.013 |
馆藏号 | N-103 |