Cargando…
Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic
The outbreak of news and opinions during the COVID-19 pandemic is unprecedented in this age of rapid dissemination of information. The ensuing uncertainty has led to the emergence of heightened volatility in prices of crude oil futures. Whether such news has predictive value for the volatility of cr...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8434824/ https://www.ncbi.nlm.nih.gov/pubmed/34539033 http://dx.doi.org/10.1016/j.resourpol.2021.102148 |