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

Hengzhen Lu, Qiujin Gao, Ling Xiao, Gurjeet Dhesi

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Original language	English
Number of pages	27
Journal	Review of Managerial Science
DOIs	https://doi.org/10.1007/s11846-023-00722-0
Publication status	Published - 18 Jan 2024

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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",

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AU - Lu, Hengzhen

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AU - Xiao, Ling

AU - Dhesi, Gurjeet

PY - 2024/1/18

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