# Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models

> Research article (Econometric Reviews, 2019) · cited 17× · AI/ML

**Wikidata**: [openalex:W2994069434](https://www.wikidata.org/wiki/openalex:W2994069434)  
**Source**: https://4ort.xyz/entity/forecasting-energy-futures-volatility-with-threshold-augmented-heterogeneous-autoregressive-jump-models
