Tail risk forecasting for crude oil futures under market stress: New insights from MES regression

Finance research letters 2026

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Authors: Shaopeng Hong, Huihong Shi

DOI: 10.1016/j.frl.2026.110096

Cited by: 1

References: 17

Fields of Study & Subjects

Market Dynamics and Volatility Financial Risk and Volatility Modeling Global Energy and Sustainability Research

References 17