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

Hengzhen Lu, Qiujin Gao, Ling Xiao, Gurjeet Dhesi

Research output: Contribution to journalArticlepeer-review

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Original languageEnglish
Number of pages27
JournalReview of Managerial Science
DOIs
Publication statusPublished - 18 Jan 2024

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