Özdemir, Letife; Vurur, Necmiye Serap; Özen, Ercan; … - In: Economies : open access journal 13 (2025) 4, pp. 1-32
This study analyses the impact of the Geopolitical Risk Index (GPR) on the volatility of commodity futures returns from 4 January 2010 to 30 June 2023, using Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) models. It expands the research scope to include precious...
