Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach

Afees A. Salisu (University of Pretoria), Ahamuefula E. Ogbonna (Centre for Econometrics & Applied Research), Rangan Gupta (University of Pretoria), Qiang Ji (University of Chinese Academy of Sciences)

Year of publication:	[2024]
Authors:	Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan ; Ji, Qiang
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	Monthly Oil Price and Energy Market Uncertainties \| Daily Exchange Rate Returns Volatility \| GARCH-MIDAS \| Forecasting \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Energiemarkt \| Energy market \| Ölpreis \| Oil price \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| US-Dollar \| US dollar