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Nonlinear dynamic correlation between geopolitical risk and oil prices: A study based on high-frequency data

Nonlinear Dynamic CorrelationVolatility ModelingEconomicsEngineeringAsset PricingHigh-frequency DataEnergy TradeBusinessEconometricsTime Series EconometricsCommodity Price IndexForecastingGeopolitical RiskStatisticsFinanceHigh-frequency Financial Econometrics