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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

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Doing good in periods of high uncertainty : economic policy uncertainty, corporate social responsibility, and analyst forecast error

Chahine, Salim; Daher, Mai; Saade, Samer - In: Journal of financial stability 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013270308

The influence of policy uncertainty on exchange rate forecasting

Smales, Lee A. - In: Journal of forecasting 41 (2022) 5, pp. 997-1016

Persistent link: https://www.econbiz.de/10013287895

Election uncertainty, economic policy uncertainty and financial market uncertainty : a prediction market analysis

Goodell, John W.; McGee, Richard J.; McGroarty, Frank - In: Journal of banking & finance 110 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012225014

Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test

Balcilar, Mehmet; Gupta, Rangan; Kyei, Clement; Wohar, … - In: Open economies review 27 (2016) 2, pp. 229-250

Persistent link: https://www.econbiz.de/10011591762

Can economic policy uncertainty predict stock returns? : global evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Vuong Thao Tran - In: Journal of international financial markets, … 55 (2018), pp. 134-150

Persistent link: https://www.econbiz.de/10011984121

Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Applied economics 49 (2017) 11, pp. 1047-1054

Persistent link: https://www.econbiz.de/10011811133

Can policy and financial risk predict stock markets?

Helseth, Marius Aleksander Emblem; Krakstad, Svein Olav; … - In: Journal of economic behavior & organization : JEBO 176 (2020), pp. 701-719

Persistent link: https://www.econbiz.de/10012431737

International economic policy uncertainty and analysts' earnings forecasts

Cao Hoang Anh Le; Shan, Yaowen; Taylor, Stephen L. - In: Pacific-Basin finance journal 85 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014575319