Energy market uncertainties and exchange rate volatility : a GARCH-MIDAS approach
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Qiang Ji
| Year of publication: |
2024
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|---|---|
| Authors: | Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan ; Ji, Qiang |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 2, Art.-No. 105847, p. 1-7
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| Subject: | Daily exchange rate returns volatility | Forecasting | GARCH-MIDAS | Monthly oil price and energy market uncertainties | Volatilität | Volatility | Wechselkurs | Exchange rate | Energiemarkt | Energy market | Ölpreis | Oil price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062441