Work

Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models

Year: 2019

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2019.104624

Authors: Dexiang Mei, Feng Ma, Yin Liao, Lu Wang

Institutions: Chongqing Technology and Business University, Southwest Jiaotong University, Macquarie University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 基于混频技术和组合预测的资产复杂相关性密度预测研究：短期冲击、长期影响与机制转换, 高频数据视角下的金融市场波动率建模及预测：基于机制转换和动态模型平均组合预测法的研究, G8267228385

OpenAlex ID: W2995910952

FWCI: 24.66

Cites: 47

Cited by: 252

Related to: 10