The article introduces a new way to predict the volatility of energy commodity returns, like oil, using a copula-based stochastic volatility model. This model considers how volatility changes over time and can be different depending on whether prices go up or down. By using a method called Approximate Bayesian Computation (ABC), the researchers were able to make accurate predictions even when the model is very complex. They found that their new model works better than other simpler models in predicting how volatile oil prices will be in the future.