Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Year of publication: |
[2024]
|
---|---|
Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan ; Cepni, Oguzhan |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | Monthly Oil Price and Energy Market Uncertainties | Daily State-Level Stock Returns Volatility | GARCH-MIDAS | Forecasting | USA | United States | Energiemarkt | Energy market | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (circa 23 Seiten) |
---|---|
Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2024, 09 (March 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A., (2024)
-
Wang, Jiqian, (2020)
-
Salisu, Afees A., (2023)
- More ...
-
Energy-related uncertainty and international stock market volatility
Salisu, Afees A., (2023)
-
Salisu, Afees A., (2023)
-
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A., (2024)
- More ...