Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan; Cepni, Oguzhan

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Title:

Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Salisu, Afees A.
Ogbonna, Ahamuefula Ephraim
Gupta, Rangan
Cepni, Oguzhan

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2024

Original URL:

https://www.up.ac.za/media/shared/61/WP/wp_2024_09.zp249003.pdf

Language:

English (eng)

Citation:

Salisu, Afees A./Ogbonna, Ahamuefula Ephraim et. al. (2024). Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2024_09.zp249003.pdf.

Appears in Collections:

Department of Economics working paper series

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