Crude oil risk forecasting: New evidence from multiscale analysis approach
Abstract
Fluctuations in the crude oil price allied to risk have increased significantly over the last decade frequently varying at different risk levels. Although existing models partially predict such variations, so far, they have been unable to predict oil prices accurately in this highly volatile market. The development of an effective, predictive model has therefore become a prime objective of research in this field. Our approach, albeit based in...
Paper Details
Title
Crude oil risk forecasting: New evidence from multiscale analysis approach
Published Date
Oct 1, 2018
Journal
Volume
76
Pages
574 - 583
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