Exploring the impact of cluster bagging-based weather attention on oil market volatility under the GARCH-MIDAS framework

IF 1.8 3区经济学 Q2 ECONOMICS

Applied Economics Pub Date : 2024-06-26 DOI:10.1080/00036846.2024.2370494

Lu Wang, Yue Guo, Chao Liang

引用次数: 0

Abstract

Many studies have confirmed the impact of weather and Google Trends attention on oil markets. However, research examining the predictive influence of weather attention on oil price volatility is la...

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在 GARCH-MIDAS 框架下探索基于聚类袋的天气关注对石油市场波动的影响

许多研究都证实了天气和谷歌趋势关注度对石油市场的影响。然而，有关天气关注度对石油价格波动的预测性影响的研究还很薄弱。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Economics ECONOMICS-

CiteScore

3.80

自引率

4.50%

发文量

525

期刊介绍： Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.