Article · Journal · 2024

Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach

Afees A. Salisu, Rangan Gupta, Oguzhan Cepni, Petre Caraiani

Review of Quantitative Finance and Accounting

• Open access · Green
• World top 10%
• International · 5 countries

Read it10.1007/s11156-024-01295-z