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Yuanyuan Liu

Central South University

Changsha, 410083

China

SCHOLARLY PAPERS

1

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135

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0

Scholarly Papers (1)

1.

Do Geopolitical Risks Affect Volatility Forecasts for Crude Oil Futures? A Regime Switching Approach

Number of pages: 33 Posted: 01 Dec 2022
Central South University, Central South University, Central South University, Xiamen University and Department of Accounting and Finance, University of Otago
Downloads 135 (561,789)

Abstract:

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crude oil futures, Volatility forecasting, geopolitical risks, Markov switching, MCS test