Research on the Volatility of Oil Futures and European Stock Markets
Dexiang Mei, Wang Chen
(2020)
Research on the Volatility of Oil Futures and European Stock Markets: pp.
1-35.
Chapter 1. Geopolitical Risk Uncertainty and Oil Future Volatility: Evidence from MIDAS Models
The following sections are included:
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1. Introduction
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2. Econometric Models
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3. Data and Summary Statistics
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4. The Effect of Geopolitical Risk on Oil Future Volatility
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5. The Predictive Power of GPR Index on Oil Future Volatility
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6. Robustness Checks
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7. Conclusions