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Forecasting the realized variance of oil-price returns: a disaggregated analysis of the role of uncertainty and geopolitical risk
We contribute to the empirical literature on the predictability of oil-market volatility by comparing the predictive role of aggregate versus several disaggregated metrics of policy-related and equity-market uncertainties of the USA and geopolitical risks for forecasting the future realized volatili...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8901199/ https://www.ncbi.nlm.nih.gov/pubmed/35257343 http://dx.doi.org/10.1007/s11356-022-19152-8 |