@article{forecastingvolatilityofoilbased,
  title = {Predicting the volatility of major energy commodity prices: the dynamic persistence model},
  author = {Jozef Barunik and Lukas Vacha},
  year = {2024},
  eprint = {2402.01354},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.01354v2},
}