Geopolitical risk and oil price volatility : evidence from Markov-switching model
Year of publication: |
2022
|
---|---|
Authors: | Qian, Lihua ; Zeng, Qing ; Li, Tao |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 81.2022, p. 29-38
|
Subject: | Geopolitical risk | Oil market | Out-of-sample statistic test | Regime switching | Volatility forecasting | Volatilität | Volatility | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Geopolitik | Geopolitics | ARCH-Modell | ARCH model | Welt | World | Markov-Kette | Markov chain | Ölmarkt | Schätzung | Estimation |
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