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

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

Dexiang Mei2019

Article2019

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

Dexiang Mei · Feng Ma · Yin Liao · Lu Wang

251 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

2016Measuring Economic Policy Uncertainty*1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 1980On estimating the expected return on the market 2008A Simple Approximate Long-Memory Model of Realized Volatility 2000What is an Oil Shock?2004Power and Bipower Variation with Stochastic Volatility and Jumps 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

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2020Geopolitical risk and crude oil security: A Chinese perspective 2024Geopolitical risk, supply chains, and global inflation 2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach 2024The volatility of global energy uncertainty: Renewable alternatives 2022Geopolitical risk trends and crude oil price predictability 2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting

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Year2019

Typearticle

Published2019-12-31

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations251

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.eneco.2019.104624

openalex_workW2995910952

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