Do Geopolitical Risks Affect Volatility Forecasts for Crude Oil Futures? A Regime Switching Approach
Year of publication: |
2022
|
---|---|
Authors: | Zhu, Xuehong ; Niu, Zibo ; Liu, Yuanyuan ; Xu, Gong ; Suleman, Mouhammed Tahir |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Ölpreis | Oil price | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Welt | World | Geopolitik | Geopolitics | Schätzung | Estimation |
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