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 , Amna Masood , Ramzi Benkraiem (1) , Christian Urom

1 Audencia Recherche

Domaines: Économie et finance quantitative [q-fin]

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⟩