Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices
Author:
Funder
Yancheng Teachers University
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference50 articles.
1. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;Int. Econ. Rev.,1998
2. Roughing it up: including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007
3. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016
4. The VIX, the variance premium and stock market volatility;Bekaert;J. Econom.,2014
5. Risk everywhere: modeling and managing volatility;Bollerslev;Rev. Financ. Stud.,2018
Cited by 16 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. Natural Resources Rent and Finance in the Presence of Corruption Control: An Asymmetric Approach;Fudan Journal of the Humanities and Social Sciences;2024-06-24
2. Carbon emission price point-interval forecasting based on multivariate variational mode decomposition and attention-LSTM model;Applied Soft Computing;2024-05
3. The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns;Journal of Futures Markets;2024-01-07
4. Stock market volatility prediction: Evidence from a new bagging model;International Review of Economics & Finance;2023-09
5. An interval-valued carbon price forecasting method based on web search data and social media sentiment;Environmental Science and Pollution Research;2023-08-10
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