Forecasting oil price realized volatility using information channels from other asset classes

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Authors: Stavros Degiannakis, George Filis

Journal title: Journal of International Money and Finance

Journal number: 76

Journal publisher: Pergamon Press Ltd.

Published year: 2017

Published pages: 28-49

DOI identifier: 10.1016/j.jimonfin.2017.05.006

ISSN: 0261-5606