HIGHLIGHTS
- who: Per Bjarte Solibakke from the Faculty of Economics and, Norwegian University of Science and Technology (NTNU) have published the research work: Forecasting Stochastic Volatility Characteristics for the Financial Fossil Oil Market Densities, in the Journal: (JOURNAL) of 22/Oct/2021
- what: The aim is to make step ahead predictions for the front month contracts followed by an implication discussion for the (differences) and observed data dependence important for participants implying predictability. The models show well-known international volatility characteristics, for example, clustering and persistence (data dependence) which facilitate predictions. The paper focuses on Gallant . . .
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