Jumps in the Chinese crude oil futures volatility forecasting: New evidence
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DOI: 10.1016/j.eneco.2023.106955
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- Zhu, Bangzhu & Tian, Chao & Wang, Ping, 2024. "Exploring the relationship between Chinese crude oil futures market efficiency and market micro characteristics," Energy Economics, Elsevier, vol. 134(C).
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Keywords
Chinese crude oil futures market; Volatility forecasting; Jump; MS-MIDAS;All these keywords.
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