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Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model

Published Online: 2021-10-01

Published Print: 2021-12

Authors

Liu, Jian

Zhang, Ziting

Yan, Lizhao

Wen, Fenghua https://orcid.org/0000-0003-2991-3981
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71871030)

National Natural Science Foundation of China (72131011)

Open Fund Project of Key Research Institute of Philosophies and Social Sciences in Hunan University of China (20FEFMZ1)
License Information

Text and Data Mining valid from 2021-10-01

Version of Record valid from 2021-10-01
More Information

Article History

Received: 19 March 2020

Accepted: 2 September 2021

First Online: 1 October 2021

Declarations

:

: The authors declare that they have no competing interests.

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