Chun Tang

Southeast University

Banani, Dhaka, Bangladesh

Dhaka

Bangladesh

SCHOLARLY PAPERS

1

DOWNLOADS

157

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Gjr-Garch Midas Model Based Analyse Geopolitical Risk and Energy Price Volatility

Number of pages: 42 Posted: 16 Jan 2023
Southeast University, Southeast University, Southeast University and Southeast University
Downloads 157 (407,927)

Abstract:

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Geopolitical Risk, Energy Price, Mixing Data, Asymmetric effect, GJR-GARCH-MIDAS