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Applied Economics Letters Volume 30, 2023 - Issue 2
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Research Article

Forecasting oil futures price volatility with economic policy uncertainty: a CARR-MIDAS model

Xinyu WuSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaCorrespondence[email protected]
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,
Hao CuiSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
&
Lu WangSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
Pages 120-125 | Published online: 09 Sep 2021

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