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March 3, 2026SHILAP Revista de lepidopterologíaOpen Access

Energy-related uncertainty and stock market volatility: Evidence from the wealthiest economies in the world through the GARCH-MIDAS approach

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Authors

SGSelim GÜNGÖRMBMUGE SAGLAM BEZGIN

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Overview

Observational analysis investigates energy-related uncertainty's influence on stock market volatility across 18 economies, suggesting varying effects.

Key Points

  • Stock market volatility is significantly influenced by energy-related uncertainty across various economies.
  • The analysis shows that the S&P-TSX index has the lowest MIDAS weight, indicating less sensitivity to energy-related uncertainty.
  • Using the GARCH-MIDAS approach, this research analyzed stock market indices from January 2003 to October 2022.
  • The findings suggest that energy-related uncertainty disproportionately affects markets in China and India compared to Brazil and Canada.

Cite This Study

GÜNGÖR et al. (2025) studied this question.

synapsesocial.com/papers/69a759fcc6e9836116a1f6d5https://doi.org/10.5937/ekonhor2502135g
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