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Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
Because the U.S. is a major player in the international oil market, it is interesting to study whether aggregate and state-level economic conditions can predict the subsequent realized volatility of oil price returns. To address this research question, we frame our analysis in terms of variants of t...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9834037/ https://www.ncbi.nlm.nih.gov/pubmed/36687791 http://dx.doi.org/10.1186/s40854-022-00435-5 |