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En-Tong Liu

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Open access Oct 2026

Modelling the Volatility Dynamics of WTI Crude Oil and the US Dollar Index Using GARCH(1,1) Model

 The period from 2020 to 2026 was characterized by significant economic and geopolitical events, making it a crucial period to analyze the volatility dynamics across asset classes. Crude oil and currency market volatility have been extensively analyzed in isolation but there are only few empirical studies that have com...

En-Tong Liu · 0 citations

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