Forecasting EUA Futures Volatility with Geopolitical Risk: Evidence from GARCH-MIDAS Models

Hengzhen Lu, Qiujin Gao, Ling Xiao, Gurjeet Dhesi

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Review of Managerial Science
DOIs	https://doi.org/10.1007/s11846-023-00722-0
Publication status	Published - 18 Jan 2024

Access to Document

@article{904fffb5f76e40dfb69236cb85547dd6,

title = "Forecasting EUA Futures Volatility with Geopolitical Risk: Evidence from GARCH-MIDAS Models",

author = "Hengzhen Lu and Qiujin Gao and Ling Xiao and Gurjeet Dhesi",

year = "2024",

month = jan,

day = "18",

doi = "10.1007/s11846-023-00722-0",

language = "English",

journal = "Review of Managerial Science",

issn = "1863-6683",

publisher = "SpringerNature",

}

TY - JOUR

T1 - Forecasting EUA Futures Volatility with Geopolitical Risk: Evidence from GARCH-MIDAS Models

AU - Lu, Hengzhen

AU - Gao, Qiujin

AU - Xiao, Ling

AU - Dhesi, Gurjeet

PY - 2024/1/18

Y1 - 2024/1/18

U2 - 10.1007/s11846-023-00722-0

DO - 10.1007/s11846-023-00722-0

M3 - Article

SN - 1863-6683

JO - Review of Managerial Science

JF - Review of Managerial Science

ER -