Since the signing of the Paris Agreement in 2015, the global energy structure has
undergone unprecedented adjustment, and renewable energy has ushered in a new period …

We assess whether the long-run volatilities of Bitcoin, global equities, commodities, and
bonds are affected by global economic policy uncertainty. Empirical results provide …

Motivated by the importance of geopolitical risk and its possible predictive power for oil
volatility, this paper aims to quantitatively investigate the role of geopolitical risk (GPR) …

We aim at facilitating risk management in the oil market by identifying the long-run gold-oil
dynamic correlation using the DCC-MIDAS approach. We regard economic uncertainty and …

This paper aims to identify the most informative determinant in forecasting crude oil market
volatility. We use a new GARCH-class model based on mixed data sampling regression and …

In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

Economic policy uncertainty (EPU) and geopolitical uncertainty (GPU) can fuel speculation,
flood the carbon trading market with excess allowances, and undermine the scheme's …

This paper introduces a combination of asymmetry and extreme volatility effects in order to
build superior extensions of the GARCH-MIDAS model for modeling and forecasting the …

Crude oil prices have been considered one of the key drivers of inflation worldwide,
reaching a peak in 2022. Inflation targeting plays a pivotal role in such a high inflation …

This study aims to analyzes the predictability of the natural gas volatility by considering
extreme weather information. Based on extended GARCH-MIDAS models, empirical results …