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.
35-71.
Chapter 2. Forecasting Oil Price Volatility Using High-Frequency Data: New Evidence
The following sections are included:
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1. Introduction
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2. Literature Review
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3. Econometric Models
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4. Data
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5. Empirical Results
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6. Conclusions