@misc{barunik2024forecasting,
  title={Forecasting Volatility of Oil-based Commodities: The Model of Dynamic Persistence},
  author={Jozef Barunik and Lukas Vacha},
  year={2024},
  eprint={2402.01354},
  archivePrefix={arXiv},
  primaryClass={q-fin.GN},
  url={https://arxiv.org/abs/2402.01354}
}