scholarly journals Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market

2018 ◽  
Vol 10 (1) ◽  
pp. 261 ◽  
Author(s):  
◽  
◽  
Keyword(s):  
Energy Consumption ◽  
Sustainable Energy ◽  
Northeast Asia ◽  
Futures Market ◽  
Fuel Oil ◽  
Oil Futures ◽  
Fuel Oil Futures

A Comparative Study of VAR Measure Using Different Frequency Data of China’s Fuel Oil Futures Market

2011 ◽  
Vol 361-363 ◽  
pp. 1887-1891
Author(s):  
Feng Wang
Keyword(s):  
High Frequency ◽  
Value At Risk ◽  
Low Frequency ◽  
Futures Market ◽  
Fuel Oil ◽  
High Frequency Data ◽  
Frequency Data ◽  
Oil Futures ◽  
Ultra High Frequency ◽  
Fuel Oil Futures

By using datas of Chinese fuel oil futures market, this pater establishes VAR model based on low frequency, high frequency and ultra-high frequency data, to measure the value at risk, and compares the prediction accuracy of different frequency. The research results show that the high frequency and ultra-high frequency data have better accuracy in the VAR measuring, as they contain more intraday information and can reflect the futures market microstructure better.

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