Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F21%3A00056025" target="_blank" >RIV/61384399:31110/21:00056025 - isvavai.cz</a>
Result on the web
<a href="https://www.mdpi.com/1996-1073/14/1/6" target="_blank" >https://www.mdpi.com/1996-1073/14/1/6</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3390/en14010006" target="_blank" >10.3390/en14010006</a>
Alternative languages
Result language
angličtina
Original language name
Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
Original language description
Main topics of the document: energy commodities; futures contracts; volatility; forecasting; GARCH models; support vector regression; machine learning
Czech name
—
Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50206 - Finance
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Energies
ISSN
1996-1073
e-ISSN
1996-1073
Volume of the periodical
14
Issue of the periodical within the volume
1
Country of publishing house
CH - SWITZERLAND
Number of pages
18
Pages from-to
"nestrankovano"
UT code for WoS article
000605907300001
EID of the result in the Scopus database
2-s2.0-85101391092