Which uncertainty is powerful to forecast crude oil market volatility? New evidence-Reference-Cited by-同舟云学术

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

Published:2020-11-30 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Li Xiafei¹,Wei Yu²^ORCID,Chen Xiaodan²,Ma Feng¹^ORCID,Liang Chao¹,Chen Wang³

Affiliation:

1. School of Economics & Management Southwest Jiaotong University Chengdu China

2. School of Finance Yunnan University of Finance and Economics Kunming China

3. College of Finance and Economics Yangtze Normal University Chongqing China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2371

Reference81 articles.

1. Uncertainty and crude oil returns

2. Geopolitical risks and the oil-stock nexus over 1899–2016

3. The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach

4. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

5. Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting;Bai L.;International Journal of Finance and Economics,2020

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