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
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