Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach

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

Year of publication:	[2024]
Authors:	Salisu, Afees A. ; Ogbonna, Ahamuefula Ephraim ; Gupta, Rangan
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	Geopolitical risks \| Oil price volatility \| GARCH-MIDAS \| Forecast evaluation \| Volatilität \| Volatility \| Ölpreis \| Oil price \| Geopolitik \| Geopolitics \| Welt \| World \| Ölmarkt \| Oil market \| Risiko \| Risk \| Kapitaleinkommen \| Capital income \| ARCH-Modell \| ARCH model

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