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3 articles related to "Garch Midas"

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Articles

Original Research

Published on 13 Jun 2024

Investigating factors influencing oil volatility: a GARCH-MIDAS model analysis

in Carbon Capture, Utilization and Storage

Yiyi Le
Jing Wen
Yuchen Wu
Jia Liu
Yuchen Zhu

Frontiers in Energy Research

doi 10.3389/fenrg.2024.1392905

5,894 views
3 citations

Original Research

Published on 17 Mar 2021

Macroeconomic Uncertainty and Crude Oil Futures Volatility–Evidence from China Crude Oil Futures Market

in Environmental Economics and Management

Adan Yi
Menglong Yang
Yongshan Li

Frontiers in Environmental Science

doi 10.3389/fenvs.2021.636903

16,216 views
33 citations

Original Research

Published on 11 Aug 2022

Forecasting the volatility of European Union allowance futures with time-varying higher moments and time-varying risk aversion

in Environmental Economics and Management

Xinyu Wu
Xueting Mei
Zhongming Ding

Frontiers in Environmental Science

doi 10.3389/fenvs.2022.973438

3,097 views
2 citations