Work

Exploring the Forecasting of Crude Oil, Gold, and Euro Currency Implied Volatility Indices: Insights From the Decomposed Stock Market Volatility

Year: 2025

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.70087

Authors: Gongyue Jiang, Gaoxiu Qiao, Shiyuan Huang

Institutions: Shanghai University of Finance and Economics, Southwest Jiaotong University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G6498991510, G8376200710

OpenAlex ID: W4417419980

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Cites: 55

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