Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market
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DOI: 10.1016/j.iref.2024.02.053
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More about this item
Keywords
Positive and negative jumps; Asymmetric effects; Crude oil volatility index (OVX); MoP strategy; Chinese stock market;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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