Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach

Rangan Gupta, Christian Pierdzioch

Open source

DOI
10.1186/s40854-022-00435-5
Published
2023-01-12
Container
Financial Innovation
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1186/s40854-022-00435-5,
  title = {Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach},
  author = {Rangan Gupta and Christian Pierdzioch},
  year = {2023},
  journal = {Financial Innovation},
  doi = {10.1186/s40854-022-00435-5},
  url = {https://doi.org/10.1186/s40854-022-00435-5}
}

RIS

TY  - JOUR
TI  - Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach
AU  - Rangan Gupta
AU  - Christian Pierdzioch
PY  - 2023
JO  - Financial Innovation
DO  - 10.1186/s40854-022-00435-5
UR  - https://doi.org/10.1186/s40854-022-00435-5
ER  - 

APA

Gupta, R., & Pierdzioch, C. (2023). Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. Financial Innovation. https://doi.org/10.1186/s40854-022-00435-5

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