Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?
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Title
Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?
Authors
Keywords
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Journal
ENERGY ECONOMICS
Volume 111, Issue -, Pages 106056
Publisher
Elsevier BV
Online
2022-05-06
DOI
10.1016/j.eneco.2022.106056
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