futures volatility under high-frequency Heterogeneous Autoregressive (HAR) model specifications. Moreover, considering … structural breaks in crude oil volatility, we extend the HAR-type models with regime switching considerations. We find that … geopolitical risks provides additional information for forecasting the realized volatility of crude oil futures. Further analysis …

volatility of carbon emissions, it is not surprising that crude oil and coal have recently become a very important research topic … causality and volatility spillovers in spot and futures prices of carbon emissions, crude oil, and coal. A likelihood ratio test … is developed to test the multivariate conditional volatility Diagonal BEKK model, which has valid regularity conditions …

In this article, we study the volatility of Spots and Futures of Crude Oil using daily data from the period 2010 …) shocks have asymmetric effect on the volatility. Hence our findings indicate that behavior of Crude Oil Spots prices and …