Internet Appendix to `Forecasting Realized Volatility of the Oil Future Prices via Machine Learning'
Posted: 20 Nov 2020 Last revised: 3 Aug 2021
Date Written: October 10, 2020
Abstract
The Internet Appendix consists of three sections. Section A shows data sources and detailed data processing procedures. In Section B, we outline seven forecasting models. Last, Section C represents the empirical results.
Keywords: oil future, oil pricing, machine learning, forecasting model
JEL Classification: C5, C22, G1, Q4
Suggested Citation: Suggested Citation
Kim, Byung-June and Kim, Taeyoon and Jang, Bong-Gyu, Internet Appendix to `Forecasting Realized Volatility of the Oil Future Prices via Machine Learning' (October 10, 2020). Available at SSRN: https://ssrn.com/abstract=3708603 or http://dx.doi.org/10.2139/ssrn.3708603
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