Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments.

Zhao S, Yang D, Zhang X

DOI: 10.3390/e28101045
Published: 2026 Sep 22
Container: Entropy (Basel, Switzerland)
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/e28101045,
  title = {Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments.},
  author = {Zhao S and Yang D and Zhang X},
  year = {2026},
  journal = {Entropy (Basel, Switzerland)},
  doi = {10.3390/e28101045},
  url = {https://doi.org/10.3390/e28101045}
}

RIS

TY  - JOUR
TI  - Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments.
AU  - Zhao S
AU  - Yang D
AU  - Zhang X
PY  - 2026
JO  - Entropy (Basel, Switzerland)
DO  - 10.3390/e28101045
UR  - https://doi.org/10.3390/e28101045
ER  -

APA

S, Z., D, Y., & X, Z. (2026). Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments.. Entropy (Basel, Switzerland). https://doi.org/10.3390/e28101045

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pubmed · retrieved 2026-11-10T06:06:36.075Z