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Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting

Journal of forecasting, 2023-07, Vol.42 (4), p.872-904 [Peer Reviewed Journal]

2022 John Wiley & Sons Ltd. ;2023 John Wiley & Sons, Ltd. ;ISSN: 0277-6693 ;EISSN: 1099-131X ;DOI: 10.1002/for.2923

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