Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period : novel evidence from the GARCH-MIDAS approach
Syed Ali Raza, Amna Masood, Ramzi Benkraiem, Christian Urom
| Year of publication: |
2023
|
|---|---|
| Authors: | Raza, Syed Ali ; Masood, Amna ; Benkraiem, Ramzi ; Urom, Christian |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-12
|
| Subject: | COVID-19 | GARCH-MIDAS model | Global economic policy uncertainty | Precious metals | Price volatility | Volatilität | Volatility | Coronavirus | Welt | World | Preis | Price | Wirtschaftspolitik | Economic policy | Edelmetall | Precious metal | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106591 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283194