| Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models | |
| Yue-Jun Zhang; Jin-Li Wang | |
| 刊名 | Energy Economics
 |
| 2019 | |
| 卷号 | Vol.78页码:192-201 |
| 关键词 | Stock market Crude oil price forecast MIDAS model High frequency data |
| ISSN号 | 0140-9883 |
| URL标识 | 查看原文 |
| 公开日期 | [db:dc_date_available] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4608278 |
| 专题 | 湖南大学 |
| 作者单位 | Business School, Hunan University, Changsha 410082, China Center for Resource and Environmental Management, Hunan University, Changsha 410082, China |
| 推荐引用方式 GB/T 7714 | Yue-Jun Zhang,Jin-Li Wang. Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models[J]. Energy Economics,2019,Vol.78:192-201. |
| APA | Yue-Jun Zhang,&Jin-Li Wang.(2019).Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models.Energy Economics,Vol.78,192-201. |
| MLA | Yue-Jun Zhang,et al."Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models".Energy Economics Vol.78(2019):192-201. |
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