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Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility

Year of publication

2024

Authors

Dutta, Anupam; Bouri, Elie

Organizations and authors

University of Vaasa

Dutta Anupam

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Energy strategy reviews

Publisher

Elsevier

Volume

56

Article number

101588

ISSN

2211-467X

​Publication forum

70369

​Publication forum level

1

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Fully open publication channel

License of the publisher’s version

CC BY

Self-archived

Yes

License of the self-archived publication

CC BY

Other information

Fields of science

Economics

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1016/j.esr.2024.101588

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes