Uncertainty and crude oil market volatility: new evidence
Author:
Affiliation:
1. School of Economics and Management, Southwest Jiaotong University , Chengdu, China
2. School of Finance, Yunnan University of Finance and Economics , Kunming, China
3. School of Economics & Management, Panzhihua University , Sichuan, China
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1696943
Reference48 articles.
1. Uncertainty and crude oil returns
2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
3. Dynamic spillovers of oil price shocks and economic policy uncertainty
4. Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics
5. Measuring Economic Policy Uncertainty*
Cited by 123 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Climate policy uncertainty, media coverage of climate change, and energy markets: New evidence from time-varying causality analysis;Energy and Climate Change;2024-12
2. Global Economic Policy Uncertainties and International Oil Price Volatility Under Alternative Market Conditions;Energy RESEARCH LETTERS;2024-10-31
3. Evolving energies: Analyzing stability amidst recent challenges in the natural gas market;International Review of Financial Analysis;2024-10
4. The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability;Research in International Business and Finance;2024-08
5. More is better? The impact of predictor choice on the INE oil futures volatility forecasting;Energy Economics;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3