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Measuring global and country-specific uncertainty

Ozturk, Ezgi O.; Sheng, Xuguang - In: Journal of international money and finance 88 (2018), pp. 276-295

Persistent link: https://www.econbiz.de/10012000947

Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

Gong, Xu; Lin, Boqiang - In: Energy economics 67 (2017), pp. 315-327

Persistent link: https://www.econbiz.de/10011897926

A survey of alternative measures of macroeconomic uncertainty : which measures forecast real variables and explain fluctuations in asset volatilities better?

David, Alexander; Veronesi, Pietro - In: Annual review of financial economics 14 (2022), pp. 439-463

Persistent link: https://www.econbiz.de/10013461169

Forecasting exchange rate volatility : is economic policy uncertainty better?

Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544

Persistent link: https://www.econbiz.de/10014473121

Measuring macroeconomic uncertainty : an application for Iran

Heybati, Reza - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 477-498

Persistent link: https://www.econbiz.de/10012664177

Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Liu, Jian; Zhang, Ziting; Yan, Lizhao; Wen, Fenghua - In: Financial innovation : FIN 7 (2021), pp. 1-19

This study investigates the impact of economic policy uncertainty (EPU) on the volatility of European Union (EU) carbon futures prices and whether it has predictive power for the volatility of carbon futures prices. The GARCH-MIDAS model is applied for evaluating the impact of different EPU...

Persistent link: https://www.econbiz.de/10012705421