The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching - Tang, Yusui; Ma, Feng (Resources policy, 2023)
Keywords: Common information; Crude oil futures market; Markov regime switching; The U.S. stock market; Volatility forecasting; Common information; Crude oil futures market; Volatility forecasting; Markov regime switching; The U.S. stock market