The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model
Fiche du document
Auteurs
Date
24 juillet 2020
Discipline
Type de document
Périmètre
Identifiants
- 2007.12838
- Resources Policy 78, 102849 (2022)
- doi: 10.1016/j.resourpol.2022.102849
Source
Collection
Organisation
Citer ce document
Peng-Fei Dai et al., « The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model », arXiv - économie, ID : 10.1016/j.resourpol.2022.102849
