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Search: subject:"GARCH-MIDAS"
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Risk
Volatility
109
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108
GARCH-MIDAS
96
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74
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72
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60
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60
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45
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37
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35
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30
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28
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24
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20
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19
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19
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14
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10
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10
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35
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Gupta, Rangan
4
Salisu, Afees A.
4
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3
Ogbonna, Ahamuefula Ephraim
3
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2
Fang, Tong
2
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2
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2
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2
Lu, Xinjie
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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4
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2
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35
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1
Geopolitical risks and oil returns volatility : a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
3
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
4
What drives risk in China's soybean futures market? : evidence from a flexible
GARCH-MIDAS
model
Wang, Xinyu
;
Zhang, Lele
;
Cheng, Qiuying
;
Shi, Song
; …
- In:
Journal of applied economics
25
(
2022
)
1
,
pp. 454-475
valuable challenge. We propose a new general framework for it based on the flexible
GARCH-MIDAS
model. It uses a skewed t …
Persistent link: https://www.econbiz.de/10013176742
Saved in:
5
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
6
Economic policy uncertainty and emerging stock market volatility
Ghani, Maria
;
Ghani, Usman
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 165-181
Persistent link: https://www.econbiz.de/10014496581
Saved in:
7
Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
8
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
Raza, Syed Ali
;
Khan, Komal Akram
;
Benkraiem, Ramzi
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446966
Saved in:
9
Global and domestic economic policy uncertainties and tourism stock market : evidence from China
Liu, Han
;
Yang, Peng
;
Song, Haiyan
;
Wu, Chenguang
- In:
Tourism economics : the business and finance of tourism …
30
(
2024
)
3
,
pp. 567-591
Persistent link: https://www.econbiz.de/10014580862
Saved in:
10
Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun
;
Zhang, Rongjia
;
Yang, Zhao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
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