- UPSpace Home
- →
- Workspace (UPSpace)
- →
- Browsing Workspace (UPSpace) by Subject
JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing Workspace (UPSpace) by Subject "Oil price"
Now showing items 1-6 of 6
-
(Springer, 2021-05)We forecast monthly realized volatility (RV) of the oil price based on an extended heterogenous autoregressive (HAR)- RV model that incorporates the role of the El Nino Southern Oscillation (ENSO), as captured by the ...
-
(Springer, 2022-07)We contribute to the empirical literature on the predictability of oil-market volatility by comparing the predictive role of aggregate versus several disaggregated metrics of policy-related and equity-market uncertainties ...
-
(Elsevier, 2022-10)Predicting the variance of oil-price returns is of paramount importance for policymakers and investors. Recent research has focused on whether disaggregate measures of economic-policy uncertainty provide better forecasts. ...
-
(Elsevier, 2022-07)In a local projections framework, we study the impact of oil price shocks, based on a refined approach to disentangle oil price movements, on the dynamics of the entire yield curve in nineteen emerging economies with ...
-
(Elsevier, 2022-08)In this study, we investigate the effect of oil price on the real GDP growth of Nigeria. We contribute to the extant literature on oil price-growth nexus in three ways. First, we employ one of the recently developed Mixed ...
-
(Taylor and Francis, 2022)We analyze the predictive power of time-varying risk aversion for the realized volatility of crude oil returns based on high-frequency data. Using random forests, and their extensions to quantile random forests and extreme ...
Now showing items 1-6 of 6