TY  - JOUR
AU  - Fredj Jawadi
AU  - Waël Louhichi
AU  - Hachmi Ben Ameur
AU  - Zied Ftiti
PY  - 2019///
TI  - Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.SI2.fjaw
IS  - SI
SP  - 131
EP  - 156
KW  - Volatility
KW  - Oil price
KW  - U.S. dollar exchange rate
KW  - Co-jumps
KW  - Forecasts
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3232