Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model
Afees A. Salisu, Rangan Gupta, Riza Demirer
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Demirer, Rıza |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 108.2022, p. 1-11
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| Subject: | Predictability | Global financial cycle | MIDAS models | Oil volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Internationaler Finanzmarkt | International financial market | Welt | World | Ölpreis | Oil price | Ölmarkt | Oil market | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105934 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013203080