Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility

Anupam Dutta, Elie Bouri

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DOI: 10.1016/j.esr.2024.101588
Published: 2024-11
Container: Energy Strategy Reviews
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.esr.2024.101588,
  title = {Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility},
  author = {Anupam Dutta and Elie Bouri},
  year = {2024},
  journal = {Energy Strategy Reviews},
  doi = {10.1016/j.esr.2024.101588},
  url = {https://doi.org/10.1016/j.esr.2024.101588}
}

RIS

TY  - JOUR
TI  - Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility
AU  - Anupam Dutta
AU  - Elie Bouri
PY  - 2024
JO  - Energy Strategy Reviews
DO  - 10.1016/j.esr.2024.101588
UR  - https://doi.org/10.1016/j.esr.2024.101588
ER  -

APA

Dutta, A., & Bouri, E. (2024). Forecasting the volatility of crude oil futures: New evidence from jump-induced volatility. Energy Strategy Reviews. https://doi.org/10.1016/j.esr.2024.101588

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crossref · retrieved 2026-09-26T06:26:57.611Z