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Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models
48/48 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 48 checked references that resolve
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Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models
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Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
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THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL
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The 8 references without a DOI — listed, not checked
no DOI — not checkedForecasting crude oil volatility with exogenous predictors: As good as it GETS?
no DOI — not checkedThe MIDAS touch: Mixed data sampling regression models
no DOI — not checkedBeta-t-(E)GARCH
no DOI — not checkedExamining the predictive information of CBOE OVX on china's oil futures volatility: Evidence from MS-MIDAS models
no DOI — not checkedref45
no DOI — not checkedModeling stock-oil co-dependence with dynamic stochastic MIDAS copula models
no DOI — not checkedFinancial returns modelled by the product of two stochastic processes-a study of the daily sugar prices 1961-75
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