Crude oil risk forecasting : new evidence from multiscale analysis approach
(2018)
Journal Article
He, K., Tso, G., Zou, Y., & Liu, J. (2018). Crude oil risk forecasting : new evidence from multiscale analysis approach. Energy Economics, 76, 574-583. https://doi.org/10.1016/j.eneco.2018.10.001
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... Read More about Crude oil risk forecasting : new evidence from multiscale analysis approach.