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 Raza, Amna Masood, Ramzi Benkraiem and Christian Urom
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Ramzi Benkraiem: Audencia Recherche - Audencia Business School

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Date: 2023-04
Note: View the original document on HAL open archive server: https://audencia.hal.science/hal-04080872v1
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Published in Energy Economics, 2023, 120, pp.106591. ⟨10.1016/j.eneco.2023.106591⟩

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Journal Article: 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 (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04080872

DOI: 10.1016/j.eneco.2023.106591

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