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; Christian Urom

doi:10.1016/j.eneco.2023.106591

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

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Syed Ali Raza

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Amna Masood

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Ramzi Benkraiem

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Christian Urom

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Quantitative Finance [q-fin]

Ramzi Benkraiem : Connect in order to contact the contributor

https://hal-audencia.archives-ouvertes.fr/hal-04080872

Submitted on : Tuesday, April 25, 2023-12:00:23 PM

Last modification on : Wednesday, April 26, 2023-3:22:56 AM

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hal-04080872 , version 1 (25-04-2023)

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HAL Id : hal-04080872 , version 1
DOI : 10.1016/j.eneco.2023.106591

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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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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

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