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*
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