Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach - Audencia Access content directly
Journal Articles Energy Economics Year : 2023

Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach

Syed Ali Raza
  • Function : Author
Amna Masood
  • Function : Author
Christian Urom
  • Function : Author
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hal-04080872 , version 1 (25-04-2023)

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Syed Ali Raza, Amna Masood, Ramzi Benkraiem, Christian Urom. Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. Energy Economics, 2023, 120, pp.106591. ⟨10.1016/j.eneco.2023.106591⟩. ⟨hal-04080872⟩

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