Fern Barrow
Poole BH12 5BB, Dorset BH8 8EB
United Kingdom
Bournemouth University
Dynamic connectedness; hedging strategies; volatility portfolios; oil prices; stock market indices
Agricultural Commodities, Realized Volatility, Median Realized Volatility, Heterogeneous Autoregressive model, Forecasting
HAR model, realized volatility, Oil price implied volatility index, multi-step ahead forecasts, time-varying parameter model
oil price shocks, fuel prices, asymmetric responses, rockets and feathers, pass-through
Tourism-growth nexus, Tourism flows, Tourism expenditure, Feedback effect, EMA model, Crisis
Conditional forecasting, oil price forecasts, MIDAS, core inflation, inflation expectations.