Forecasting oil price volatility using spillover effects from uncertainty indices
Ioannis ChatziantoniouUniversity of Portsmouth, Portsmouth Business School, Portland Street, PO1 3DE, UKStavros DegiannakisPanteion University of Social and Political Sciences, Department of Economics and Regional Development, 136 Syggrou Av., GR17671, Athens, GreecePanagiotis DelisPanteion University of Social and Political Sciences, Department of Economics and Regional Development, 136 Syggrou Av., GR17671, Athens, GreeceGeorge FilisUniversity of Patras, Department of Economics, University Campus 265 04, Rio, Patras, Greece
2020en
ABI
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Cited by 30 references