Geopolitical risk uncertainty and oil future volatility : evidence from MIDAS models
Year of publication: |
2020
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Authors: | Mei, Dexiang ; Ma, Feng ; Liao, Yin ; Wang, Lu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-8
|
Subject: | Geopolitical risk uncertainty | MIDAS | Oil futures | Realized volatility | Volatilität | Volatility | Geopolitik | Geopolitics | Erdöl | Petroleum | Risiko | Risk | Rohstoffderivat | Commodity derivative | Welt | World | ARCH-Modell | ARCH model |
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