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Jin Xu

Southwest Jiaotong University

No. 111, Sec. North 1, Er-Huan Rd.

Chengdu

Chengdu, Sichuan 610031

China

SCHOLARLY PAPERS

1

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233

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0

Scholarly Papers (1)

1.

Oil Futures Volatility Predictability: New Evidence Based on Machine Learning Models

Number of pages: 52 Posted: 01 Apr 2022
Southwest Jiaotong University, Southwest Jiaotong University - School of Economics & Management, Southwest Jiaotong University and Southwest Jiaotong University
Downloads 233 (348,255)

Abstract:

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Machine learning; Combination forecast; Realized volatility; Oil futures market; Crisis periods