Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach - Lasisi, Lukman A.; Ngwu, Franklin N.; Taliat, Mohammed K.; Olaniran, Abeeb O.; Nnamdi, Kelechi C. (SN Business & Economics, 2025)
Keywords: Business and Management; Economics; Finance; Original Article; C53; Return volatility; Economic policy uncertainty; E44; Commodity market; G15; Climate policy uncertainty; G17; GARCH-MIDAS