Jump Volatility Forecasting for Crude Oil Futures Based on Complex Network and Hybrid CNN–Transformer Model

The crude oil futures market is highly susceptible to policy changes and international relations, which often trigger abrupt jumps in prices. The existing literature rarely considers jump volatility and the underlying impact mechanisms. This study proposes a hybrid forecasting model integrating a co...

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Váldodahkkit:	Yuqi He, Po Ning, Yuping Song
Materiálatiipa:	Artigo
Giella:	Inglês
Almmustuhtton:	MDPI AG 2026-01-01
Ráidu:	Mathematics
Fáttát:	crude oil futures complex network jump volatility forecasting hybrid deep learning model
Liŋkkat:	https://www.mdpi.com/2227-7390/14/2/258
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