Oil price volatility predictability based on global economic conditions

Author:

Guo Yangli,Ma Feng,Li Haibo,Lai Xiaodong

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference56 articles.

1. Commodity-price comovement and global economic activity;Alquist;Journal of Monetary Economics,2020

2. A comparison of monthly global indicators for forecasting growth;Baumeister;International Journal of Forecasting,2021

3. Structural interpretation of vector autoregressions with incomplete identification: Revisiting the role of oil supply and demand shocks;Baumeister;American Economic Review,2019

4. Energy markets and global economic conditions;Baumeister;The Review of Economics and Statistics,2020

5. Risk everywhere: Modeling and managing volatility;Bollerslev;The Review of Financial Studies,2018

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