Fazelabdolabadi, Babak - In: Financial innovation : FIN 5 (2019) 12, pp. 1-20
This study investigates whether the implied crude oil volatility and the historical OPEC price volatility can impact … the return to and volatility of the energy-sector equity indices in Iran. The analysis specifically considers the refining …, and a complementary Bayesian network analysis is also conducted. The analysis takes into account geopolitical risk and …