id	sid	tid	token	lemma	pos
ajeer-3666	1	1	13	13	NUM
ajeer-3666	1	2	©	©	PROPN
ajeer-3666	1	3	2022	2022	NUM
ajeer-3666	1	4	by	by	ADP
ajeer-3666	1	5	the	the	DET
ajeer-3666	1	6	authors	author	NOUN
ajeer-3666	1	7	;	;	PUNCT
ajeer-3666	1	8	licensee	licensee	PROPN
ajeer-3666	1	9	asian	asian	ADJ
ajeer-3666	1	10	online	online	PROPN
ajeer-3666	1	11	journal	journal	PROPN
ajeer-3666	1	12	publishing	publishing	PROPN
ajeer-3666	1	13	group	group	PROPN
ajeer-3666	1	14	asian	asian	PROPN
ajeer-3666	1	15	journal	journal	PROPN
ajeer-3666	1	16	of	of	ADP
ajeer-3666	1	17	economics	economic	NOUN
ajeer-3666	1	18	and	and	CCONJ
ajeer-3666	1	19	empirical	empirical	ADJ
ajeer-3666	1	20	research	research	NOUN
ajeer-3666	1	21	vol	vol	NOUN
ajeer-3666	1	22	.	.	PUNCT
ajeer-3666	2	1	9	9	NUM
ajeer-3666	2	2	,	,	PUNCT
ajeer-3666	2	3	no	no	INTJ
ajeer-3666	2	4	.	.	NOUN
ajeer-3666	2	5	1	1	NUM
ajeer-3666	2	6	,	,	PUNCT
ajeer-3666	2	7	13	13	NUM
ajeer-3666	2	8	-	-	SYM
ajeer-3666	2	9	20	20	NUM
ajeer-3666	2	10	,	,	PUNCT
ajeer-3666	2	11	2022	2022	NUM
ajeer-3666	2	12	issn(e	issn(e	NOUN
ajeer-3666	2	13	)	)	PUNCT
ajeer-3666	2	14	2409	2409	NUM
ajeer-3666	2	15	-	-	SYM
ajeer-3666	2	16	2622	2622	NUM
ajeer-3666	2	17	/	/	SYM
ajeer-3666	2	18	issn(p	issn(p	PROPN
ajeer-3666	2	19	)	)	PUNCT
ajeer-3666	2	20	2518	2518	NUM
ajeer-3666	2	21	-	-	PUNCT
ajeer-3666	2	22	010x	010x	ADJ
ajeer-3666	2	23	doi	doi	NOUN
ajeer-3666	2	24	:	:	PUNCT
ajeer-3666	2	25	10.20448	10.20448	NUM
ajeer-3666	2	26	/	/	SYM
ajeer-3666	2	27	ajeer.v9i1.3666	ajeer.v9i1.3666	PROPN
ajeer-3666	2	28	©	©	ADP
ajeer-3666	2	29	2022	2022	NUM
ajeer-3666	2	30	by	by	ADP
ajeer-3666	2	31	the	the	DET
ajeer-3666	2	32	authors	author	NOUN
ajeer-3666	2	33	;	;	PUNCT
ajeer-3666	2	34	licensee	licensee	PROPN
ajeer-3666	2	35	asian	asian	ADJ
ajeer-3666	2	36	online	online	PROPN
ajeer-3666	2	37	journal	journal	PROPN
ajeer-3666	2	38	publishing	publishing	NOUN
ajeer-3666	2	39	group	group	NOUN
ajeer-3666	2	40	forecasting	forecast	VERB
ajeer-3666	2	41	the	the	DET
ajeer-3666	2	42	oil	oil	NOUN
ajeer-3666	2	43	volatility	volatility	NOUN
ajeer-3666	2	44	index	index	NOUN
ajeer-3666	2	45	using	use	VERB
ajeer-3666	2	46	factors	factor	NOUN
ajeer-3666	2	47	of	of	ADP
ajeer-3666	2	48	uncertainty	uncertainty	NOUN
ajeer-3666	2	49	panagiotis	panagiotis	NOUN
ajeer-3666	2	50	delis1	delis1	PUNCT
ajeer-3666	2	51	stavros	stavros	PROPN
ajeer-3666	2	52	degiannakis1,2	degiannakis1,2	PROPN
ajeer-3666	2	53	konstantinos	konstantinos	PROPN
ajeer-3666	2	54	giannopoulos1	giannopoulos1	PROPN
ajeer-3666	3	1	(	(	PUNCT
ajeer-3666	3	2			PROPN
ajeer-3666	3	3	corresponding	correspond	VERB
ajeer-3666	3	4	author	author	NOUN
ajeer-3666	3	5	)	)	PUNCT
ajeer-3666	3	6	1panteion	1panteion	NUM
ajeer-3666	3	7	university	university	NOUN
ajeer-3666	3	8	of	of	ADP
ajeer-3666	3	9	social	social	ADJ
ajeer-3666	3	10	and	and	CCONJ
ajeer-3666	3	11	political	political	ADJ
ajeer-3666	3	12	sciences	science	NOUN
ajeer-3666	3	13	,	,	PUNCT
ajeer-3666	3	14	department	department	NOUN
ajeer-3666	3	15	of	of	ADP
ajeer-3666	3	16	economic	economic	ADJ
ajeer-3666	3	17	and	and	CCONJ
ajeer-3666	3	18	regional	regional	ADJ
ajeer-3666	3	19	development	development	NOUN
ajeer-3666	3	20	,	,	PUNCT
ajeer-3666	3	21	athens	athens	PROPN
ajeer-3666	3	22	,	,	PUNCT
ajeer-3666	3	23	greece	greece	PROPN
ajeer-3666	3	24	.	.	PUNCT
ajeer-3666	4	1	2bank	2bank	NUM
ajeer-3666	4	2	of	of	ADP
ajeer-3666	4	3	greece	greece	PROPN
ajeer-3666	4	4	,	,	PUNCT
ajeer-3666	4	5	athens	athens	PROPN
ajeer-3666	4	6	,	,	PUNCT
ajeer-3666	4	7	greece	greece	PROPN
ajeer-3666	4	8	.	.	PUNCT
ajeer-3666	5	1	1email	1email	NUM
ajeer-3666	5	2	:	:	PUNCT
ajeer-3666	5	3	p.delis@panteion.gr	p.delis@panteion.gr	PUNCT
ajeer-3666	6	1	tel	tel	ADP
ajeer-3666	6	2	:	:	PUNCT
ajeer-3666	6	3	0030	0030	NUM
ajeer-3666	6	4	2710227993	2710227993	NUM
ajeer-3666	7	1	1,2email	1,2email	NUM
ajeer-3666	7	2	:	:	PUNCT
ajeer-3666	7	3	s.degiannakis@panteion.gr	s.degiannakis@panteion.gr	PUNCT
ajeer-3666	7	4	tel	tel	ADP
ajeer-3666	7	5	:	:	PUNCT
ajeer-3666	7	6	0030	0030	NUM
ajeer-3666	7	7	2109230916	2109230916	NUM
ajeer-3666	7	8	1email	1email	NUM
ajeer-3666	7	9	:	:	PUNCT
ajeer-3666	7	10	kwstasgiannopoulos@yahoo.gr	kwstasgiannopoulos@yahoo.gr	VERB
ajeer-3666	7	11	tel	tel	PROPN
ajeer-3666	7	12	:	:	PUNCT
ajeer-3666	7	13	0030	0030	NUM
ajeer-3666	7	14	6980476424	6980476424	NUM
ajeer-3666	7	15	abstract	abstract	ADJ
ajeer-3666	7	16	the	the	DET
ajeer-3666	7	17	oil	oil	NOUN
ajeer-3666	7	18	volatility	volatility	NOUN
ajeer-3666	7	19	index	index	NOUN
ajeer-3666	7	20	(	(	PUNCT
ajeer-3666	7	21	ovx	ovx	PROPN
ajeer-3666	7	22	)	)	PUNCT
ajeer-3666	7	23	has	have	AUX
ajeer-3666	7	24	attracted	attract	VERB
ajeer-3666	7	25	the	the	DET
ajeer-3666	7	26	attention	attention	NOUN
ajeer-3666	7	27	of	of	ADP
ajeer-3666	7	28	investors	investor	NOUN
ajeer-3666	7	29	,	,	PUNCT
ajeer-3666	7	30	as	as	SCONJ
ajeer-3666	7	31	oil	oil	NOUN
ajeer-3666	7	32	prices	price	NOUN
ajeer-3666	7	33	have	have	AUX
ajeer-3666	7	34	been	be	AUX
ajeer-3666	7	35	subject	subject	ADJ
ajeer-3666	7	36	to	to	ADP
ajeer-3666	7	37	high	high	ADJ
ajeer-3666	7	38	degrees	degree	NOUN
ajeer-3666	7	39	of	of	ADP
ajeer-3666	7	40	variation	variation	NOUN
ajeer-3666	7	41	in	in	ADP
ajeer-3666	7	42	the	the	DET
ajeer-3666	7	43	last	last	ADJ
ajeer-3666	7	44	few	few	ADJ
ajeer-3666	7	45	decades	decade	NOUN
ajeer-3666	7	46	,	,	PUNCT
ajeer-3666	7	47	and	and	CCONJ
ajeer-3666	7	48	investors	investor	NOUN
ajeer-3666	7	49	would	would	AUX
ajeer-3666	7	50	therefore	therefore	ADV
ajeer-3666	7	51	benefit	benefit	VERB
ajeer-3666	7	52	from	from	ADP
ajeer-3666	7	53	obtaining	obtain	VERB
ajeer-3666	7	54	accurate	accurate	ADJ
ajeer-3666	7	55	forecasts	forecast	NOUN
ajeer-3666	7	56	of	of	ADP
ajeer-3666	7	57	ovx	ovx	PROPN
ajeer-3666	7	58	.	.	PUNCT
ajeer-3666	8	1	in	in	ADP
ajeer-3666	8	2	this	this	DET
ajeer-3666	8	3	paper	paper	NOUN
ajeer-3666	8	4	,	,	PUNCT
ajeer-3666	8	5	we	we	PRON
ajeer-3666	8	6	aim	aim	VERB
ajeer-3666	8	7	to	to	PART
ajeer-3666	8	8	develop	develop	VERB
ajeer-3666	8	9	models	model	NOUN
ajeer-3666	8	10	that	that	PRON
ajeer-3666	8	11	can	can	AUX
ajeer-3666	8	12	accurately	accurately	ADV
ajeer-3666	8	13	generate	generate	VERB
ajeer-3666	8	14	ovx	ovx	PROPN
ajeer-3666	8	15	forecasts	forecast	NOUN
ajeer-3666	8	16	.	.	PUNCT
ajeer-3666	9	1	the	the	DET
ajeer-3666	9	2	contribution	contribution	NOUN
ajeer-3666	9	3	of	of	ADP
ajeer-3666	9	4	our	our	PRON
ajeer-3666	9	5	study	study	NOUN
ajeer-3666	9	6	to	to	ADP
ajeer-3666	9	7	the	the	DET
ajeer-3666	9	8	literature	literature	NOUN
ajeer-3666	9	9	lies	lie	VERB
ajeer-3666	9	10	in	in	ADP
ajeer-3666	9	11	the	the	DET
ajeer-3666	9	12	incorporation	incorporation	NOUN
ajeer-3666	9	13	of	of	ADP
ajeer-3666	9	14	different	different	ADJ
ajeer-3666	9	15	factors	factor	NOUN
ajeer-3666	9	16	that	that	PRON
ajeer-3666	9	17	reflect	reflect	VERB
ajeer-3666	9	18	uncertainty	uncertainty	NOUN
ajeer-3666	9	19	as	as	ADP
ajeer-3666	9	20	potential	potential	ADJ
ajeer-3666	9	21	drivers	driver	NOUN
ajeer-3666	9	22	of	of	ADP
ajeer-3666	9	23	ovx	ovx	PROPN
ajeer-3666	9	24	.	.	PUNCT
ajeer-3666	10	1	for	for	ADP
ajeer-3666	10	2	example	example	NOUN
ajeer-3666	10	3	,	,	PUNCT
ajeer-3666	10	4	implied	imply	VERB
ajeer-3666	10	5	volatility	volatility	NOUN
ajeer-3666	10	6	(	(	PUNCT
ajeer-3666	10	7	iv	iv	NOUN
ajeer-3666	10	8	)	)	PUNCT
ajeer-3666	10	9	indices	index	NOUN
ajeer-3666	10	10	,	,	PUNCT
ajeer-3666	10	11	such	such	ADJ
ajeer-3666	10	12	as	as	ADP
ajeer-3666	10	13	the	the	DET
ajeer-3666	10	14	vix	vix	NOUN
ajeer-3666	10	15	and	and	CCONJ
ajeer-3666	10	16	gvz	gvz	PROPN
ajeer-3666	10	17	are	be	AUX
ajeer-3666	10	18	examined	examine	VERB
ajeer-3666	10	19	.	.	PUNCT
ajeer-3666	11	1	apart	apart	ADV
ajeer-3666	11	2	from	from	ADP
ajeer-3666	11	3	the	the	DET
ajeer-3666	11	4	inclusion	inclusion	NOUN
ajeer-3666	11	5	of	of	ADP
ajeer-3666	11	6	iv	iv	NUM
ajeer-3666	11	7	indices	index	NOUN
ajeer-3666	11	8	,	,	PUNCT
ajeer-3666	11	9	we	we	PRON
ajeer-3666	11	10	investigate	investigate	VERB
ajeer-3666	11	11	whether	whether	SCONJ
ajeer-3666	11	12	other	other	ADJ
ajeer-3666	11	13	uncertainty	uncertainty	NOUN
ajeer-3666	11	14	indicators	indicator	NOUN
ajeer-3666	11	15	play	play	VERB
ajeer-3666	11	16	a	a	DET
ajeer-3666	11	17	significant	significant	ADJ
ajeer-3666	11	18	role	role	NOUN
ajeer-3666	11	19	in	in	ADP
ajeer-3666	11	20	generating	generate	VERB
ajeer-3666	11	21	ovx	ovx	PROPN
ajeer-3666	11	22	forecasts	forecast	NOUN
ajeer-3666	11	23	.	.	PUNCT
ajeer-3666	12	1	our	our	PRON
ajeer-3666	12	2	results	result	NOUN
ajeer-3666	12	3	show	show	VERB
ajeer-3666	12	4	that	that	SCONJ
ajeer-3666	12	5	the	the	DET
ajeer-3666	12	6	predictive	predictive	ADJ
ajeer-3666	12	7	ability	ability	NOUN
ajeer-3666	12	8	of	of	ADP
ajeer-3666	12	9	the	the	DET
ajeer-3666	12	10	models	model	NOUN
ajeer-3666	12	11	is	be	AUX
ajeer-3666	12	12	not	not	PART
ajeer-3666	12	13	enhanced	enhance	VERB
ajeer-3666	12	14	by	by	ADP
ajeer-3666	12	15	the	the	DET
ajeer-3666	12	16	inclusion	inclusion	NOUN
ajeer-3666	12	17	of	of	ADP
ajeer-3666	12	18	most	most	ADJ
ajeer-3666	12	19	of	of	ADP
ajeer-3666	12	20	the	the	DET
ajeer-3666	12	21	aforementioned	aforementioned	ADJ
ajeer-3666	12	22	factors	factor	NOUN
ajeer-3666	12	23	of	of	ADP
ajeer-3666	12	24	uncertainty	uncertainty	NOUN
ajeer-3666	12	25	,	,	PUNCT
ajeer-3666	12	26	with	with	ADP
ajeer-3666	12	27	the	the	DET
ajeer-3666	12	28	single	single	ADJ
ajeer-3666	12	29	exception	exception	NOUN
ajeer-3666	12	30	of	of	ADP
ajeer-3666	12	31	the	the	DET
ajeer-3666	12	32	u.s	u.s	PROPN
ajeer-3666	12	33	.	.	PROPN
ajeer-3666	12	34	economic	economic	ADJ
ajeer-3666	12	35	policy	policy	NOUN
ajeer-3666	12	36	uncertainty	uncertainty	NOUN
ajeer-3666	12	37	index	index	NOUN
ajeer-3666	12	38	,	,	PUNCT
ajeer-3666	12	39	which	which	PRON
ajeer-3666	12	40	seems	seem	VERB
ajeer-3666	12	41	to	to	PART
ajeer-3666	12	42	improve	improve	VERB
ajeer-3666	12	43	the	the	DET
ajeer-3666	12	44	forecasting	forecasting	NOUN
ajeer-3666	12	45	ability	ability	NOUN
ajeer-3666	12	46	of	of	ADP
ajeer-3666	12	47	a	a	DET
ajeer-3666	12	48	simple	simple	ADJ
ajeer-3666	12	49	model	model	NOUN
ajeer-3666	12	50	that	that	PRON
ajeer-3666	12	51	focuses	focus	VERB
ajeer-3666	12	52	on	on	ADP
ajeer-3666	12	53	the	the	DET
ajeer-3666	12	54	ovx	ovx	NOUN
ajeer-3666	12	55	as	as	ADP
ajeer-3666	12	56	a	a	DET
ajeer-3666	12	57	target	target	NOUN
ajeer-3666	12	58	variable	variable	NOUN
ajeer-3666	12	59	.	.	PUNCT
ajeer-3666	13	1	keywords	keyword	NOUN
ajeer-3666	13	2	:	:	PUNCT
ajeer-3666	13	3	volatility	volatility	NOUN
ajeer-3666	13	4	forecasting	forecasting	NOUN
ajeer-3666	13	5	,	,	PUNCT
ajeer-3666	13	6	crude	crude	ADJ
ajeer-3666	13	7	oil	oil	NOUN
ajeer-3666	13	8	,	,	PUNCT
ajeer-3666	13	9	implied	imply	VERB
ajeer-3666	13	10	volatility	volatility	NOUN
ajeer-3666	13	11	,	,	PUNCT
ajeer-3666	13	12	uncertainty	uncertainty	NOUN
ajeer-3666	13	13	,	,	PUNCT
ajeer-3666	13	14	out	out	ADP
ajeer-3666	13	15	-	-	PUNCT
ajeer-3666	13	16	of	of	ADP
ajeer-3666	13	17	-	-	PUNCT
ajeer-3666	13	18	sample	sample	NOUN
ajeer-3666	13	19	forecasting	forecasting	NOUN
ajeer-3666	13	20	,	,	PUNCT
ajeer-3666	13	21	statistical	statistical	ADJ
ajeer-3666	13	22	loss	loss	NOUN
ajeer-3666	13	23	functions	function	NOUN
ajeer-3666	13	24	.	.	PUNCT
ajeer-3666	14	1	jel	jel	PROPN
ajeer-3666	14	2	classification	classification	PROPN
ajeer-3666	14	3	:	:	PUNCT
ajeer-3666	14	4	c10	c10	PROPN
ajeer-3666	14	5	,	,	PUNCT
ajeer-3666	14	6	g15	g15	PROPN
ajeer-3666	14	7	,	,	PUNCT
ajeer-3666	14	8	q47	q47	NOUN
ajeer-3666	14	9	.	.	PUNCT
ajeer-3666	15	1	citation	citation	NOUN
ajeer-3666	15	2	|	|	ADV
ajeer-3666	15	3	panagiotis	panagiotis	NOUN
ajeer-3666	15	4	delis	deli	NOUN
ajeer-3666	15	5	;	;	PUNCT
ajeer-3666	15	6	stavros	stavros	PROPN
ajeer-3666	15	7	degiannakis	degiannakis	PROPN
ajeer-3666	15	8	;	;	PUNCT
ajeer-3666	15	9	konstantinos	konstantinos	PROPN
ajeer-3666	15	10	giannopoulos	giannopoulos	PROPN
ajeer-3666	15	11	(	(	PUNCT
ajeer-3666	15	12	2022	2022	NUM
ajeer-3666	15	13	)	)	PUNCT
ajeer-3666	15	14	.	.	PUNCT
ajeer-3666	16	1	forecasting	forecast	VERB
ajeer-3666	16	2	the	the	DET
ajeer-3666	16	3	oil	oil	NOUN
ajeer-3666	16	4	volatility	volatility	NOUN
ajeer-3666	16	5	index	index	NOUN
ajeer-3666	16	6	using	use	VERB
ajeer-3666	16	7	factors	factor	NOUN
ajeer-3666	16	8	of	of	ADP
ajeer-3666	16	9	uncertainty	uncertainty	NOUN
ajeer-3666	16	10	.	.	PUNCT
ajeer-3666	17	1	asian	asian	ADJ
ajeer-3666	17	2	journal	journal	PROPN
ajeer-3666	17	3	of	of	ADP
ajeer-3666	17	4	economics	economic	NOUN
ajeer-3666	17	5	and	and	CCONJ
ajeer-3666	17	6	empirical	empirical	ADJ
ajeer-3666	17	7	research	research	NOUN
ajeer-3666	17	8	,	,	PUNCT
ajeer-3666	17	9	9(1	9(1	NUM
ajeer-3666	17	10	):	):	PUNCT
ajeer-3666	17	11	13	13	NUM
ajeer-3666	17	12	-	-	SYM
ajeer-3666	17	13	20	20	NUM
ajeer-3666	17	14	.	.	PUNCT
ajeer-3666	18	1	history	history	NOUN
ajeer-3666	18	2	:	:	PUNCT
ajeer-3666	18	3	received	receive	VERB
ajeer-3666	18	4	:	:	PUNCT
ajeer-3666	18	5	29	29	NUM
ajeer-3666	18	6	november	november	NOUN
ajeer-3666	18	7	2021	2021	NUM
ajeer-3666	18	8	revised	revise	VERB
ajeer-3666	18	9	:	:	PUNCT
ajeer-3666	18	10	4	4	NUM
ajeer-3666	18	11	january	january	PROPN
ajeer-3666	18	12	2022	2022	NUM
ajeer-3666	18	13	accepted	accept	VERB
ajeer-3666	18	14	:	:	PUNCT
ajeer-3666	18	15	17	17	NUM
ajeer-3666	18	16	january	january	PROPN
ajeer-3666	18	17	2022	2022	NUM
ajeer-3666	18	18	published	publish	VERB
ajeer-3666	18	19	:	:	PUNCT
ajeer-3666	18	20	25	25	NUM
ajeer-3666	18	21	january	january	PROPN
ajeer-3666	18	22	2022	2022	NUM
ajeer-3666	18	23	licensed	license	VERB
ajeer-3666	18	24	:	:	PUNCT
ajeer-3666	18	25	this	this	DET
ajeer-3666	18	26	work	work	NOUN
ajeer-3666	18	27	is	be	AUX
ajeer-3666	18	28	licensed	license	VERB
ajeer-3666	18	29	under	under	ADP
ajeer-3666	18	30	a	a	DET
ajeer-3666	18	31	creative	creative	ADJ
ajeer-3666	18	32	commons	common	NOUN
ajeer-3666	18	33	attribution	attribution	NOUN
ajeer-3666	18	34	3.0	3.0	NUM
ajeer-3666	18	35	license	license	NOUN
ajeer-3666	18	36	publisher	publisher	NOUN
ajeer-3666	18	37	:	:	PUNCT
ajeer-3666	18	38	asian	asian	ADJ
ajeer-3666	18	39	online	online	PROPN
ajeer-3666	18	40	journal	journal	PROPN
ajeer-3666	18	41	publishing	publishing	PROPN
ajeer-3666	18	42	group	group	PROPN
ajeer-3666	18	43	funding	funding	NOUN
ajeer-3666	18	44	:	:	PUNCT
ajeer-3666	18	45	this	this	DET
ajeer-3666	18	46	research	research	NOUN
ajeer-3666	18	47	is	be	AUX
ajeer-3666	18	48	co	co	VERB
ajeer-3666	18	49	-	-	VERB
ajeer-3666	18	50	financed	finance	VERB
ajeer-3666	18	51	by	by	ADP
ajeer-3666	18	52	greece	greece	PROPN
ajeer-3666	18	53	and	and	CCONJ
ajeer-3666	18	54	the	the	DET
ajeer-3666	18	55	european	european	PROPN
ajeer-3666	18	56	union	union	PROPN
ajeer-3666	18	57	(	(	PUNCT
ajeer-3666	18	58	european	european	ADJ
ajeer-3666	18	59	social	social	ADJ
ajeer-3666	18	60	fundesf	fundesf	NOUN
ajeer-3666	18	61	)	)	PUNCT
ajeer-3666	18	62	through	through	ADP
ajeer-3666	18	63	the	the	DET
ajeer-3666	18	64	operational	operational	ADJ
ajeer-3666	18	65	programme	programme	NOUN
ajeer-3666	18	66	of	of	ADP
ajeer-3666	18	67	human	human	ADJ
ajeer-3666	18	68	resources	resource	NOUN
ajeer-3666	18	69	development	development	NOUN
ajeer-3666	18	70	,	,	PUNCT
ajeer-3666	18	71	education	education	NOUN
ajeer-3666	18	72	and	and	CCONJ
ajeer-3666	18	73	lifelong	lifelong	ADJ
ajeer-3666	18	74	learning	learn	VERB
ajeer-3666	18	75	2014	2014	NUM
ajeer-3666	18	76	-	-	SYM
ajeer-3666	18	77	2020	2020	NUM
ajeer-3666	18	78	(	(	PUNCT
ajeer-3666	18	79	grant	grant	NOUN
ajeer-3666	18	80	number	number	NOUN
ajeer-3666	18	81	,	,	PUNCT
ajeer-3666	18	82	mis-5049106	mis-5049106	NOUN
ajeer-3666	18	83	)	)	PUNCT
ajeer-3666	18	84	.	.	PUNCT
ajeer-3666	19	1	authors	author	NOUN
ajeer-3666	19	2	’	'	PUNCT
ajeer-3666	19	3	contributions	contribution	NOUN
ajeer-3666	19	4	:	:	PUNCT
ajeer-3666	19	5	all	all	DET
ajeer-3666	19	6	authors	author	NOUN
ajeer-3666	19	7	contributed	contribute	VERB
ajeer-3666	19	8	to	to	ADP
ajeer-3666	19	9	the	the	DET
ajeer-3666	19	10	conception	conception	NOUN
ajeer-3666	19	11	and	and	CCONJ
ajeer-3666	19	12	design	design	NOUN
ajeer-3666	19	13	of	of	ADP
ajeer-3666	19	14	the	the	DET
ajeer-3666	19	15	study	study	NOUN
ajeer-3666	19	16	.	.	PUNCT
ajeer-3666	20	1	competing	compete	VERB
ajeer-3666	20	2	interests	interest	NOUN
ajeer-3666	20	3	:	:	PUNCT
ajeer-3666	20	4	the	the	DET
ajeer-3666	20	5	authors	author	NOUN
ajeer-3666	20	6	declare	declare	VERB
ajeer-3666	20	7	that	that	SCONJ
ajeer-3666	20	8	they	they	PRON
ajeer-3666	20	9	have	have	VERB
ajeer-3666	20	10	no	no	DET
ajeer-3666	20	11	conflict	conflict	NOUN
ajeer-3666	20	12	of	of	ADP
ajeer-3666	20	13	interests	interest	NOUN
ajeer-3666	20	14	.	.	PUNCT
ajeer-3666	21	1	transparency	transparency	NOUN
ajeer-3666	21	2	:	:	PUNCT
ajeer-3666	21	3	the	the	DET
ajeer-3666	21	4	authors	author	NOUN
ajeer-3666	21	5	confirm	confirm	VERB
ajeer-3666	21	6	that	that	SCONJ
ajeer-3666	21	7	the	the	DET
ajeer-3666	21	8	manuscript	manuscript	NOUN
ajeer-3666	21	9	is	be	AUX
ajeer-3666	21	10	an	an	DET
ajeer-3666	21	11	honest	honest	ADJ
ajeer-3666	21	12	,	,	PUNCT
ajeer-3666	21	13	accurate	accurate	ADJ
ajeer-3666	21	14	,	,	PUNCT
ajeer-3666	21	15	and	and	CCONJ
ajeer-3666	21	16	transparent	transparent	ADJ
ajeer-3666	21	17	account	account	NOUN
ajeer-3666	21	18	of	of	ADP
ajeer-3666	21	19	the	the	DET
ajeer-3666	21	20	study	study	NOUN
ajeer-3666	21	21	was	be	AUX
ajeer-3666	21	22	reported	report	VERB
ajeer-3666	21	23	;	;	PUNCT
ajeer-3666	21	24	that	that	SCONJ
ajeer-3666	21	25	no	no	DET
ajeer-3666	21	26	vital	vital	ADJ
ajeer-3666	21	27	features	feature	NOUN
ajeer-3666	21	28	of	of	ADP
ajeer-3666	21	29	the	the	DET
ajeer-3666	21	30	study	study	NOUN
ajeer-3666	21	31	have	have	AUX
ajeer-3666	21	32	been	be	AUX
ajeer-3666	21	33	omitted	omit	VERB
ajeer-3666	21	34	;	;	PUNCT
ajeer-3666	21	35	and	and	CCONJ
ajeer-3666	21	36	that	that	SCONJ
ajeer-3666	21	37	any	any	DET
ajeer-3666	21	38	discrepancies	discrepancy	NOUN
ajeer-3666	21	39	from	from	ADP
ajeer-3666	21	40	the	the	DET
ajeer-3666	21	41	study	study	NOUN
ajeer-3666	21	42	as	as	SCONJ
ajeer-3666	21	43	planned	plan	VERB
ajeer-3666	21	44	have	have	AUX
ajeer-3666	21	45	been	be	AUX
ajeer-3666	21	46	explained	explain	VERB
ajeer-3666	21	47	.	.	PUNCT
ajeer-3666	22	1	ethical	ethical	ADJ
ajeer-3666	22	2	:	:	PUNCT
ajeer-3666	22	3	this	this	DET
ajeer-3666	22	4	study	study	NOUN
ajeer-3666	22	5	follows	follow	VERB
ajeer-3666	22	6	all	all	DET
ajeer-3666	22	7	ethical	ethical	ADJ
ajeer-3666	22	8	practices	practice	NOUN
ajeer-3666	22	9	during	during	ADP
ajeer-3666	22	10	writing	writing	NOUN
ajeer-3666	22	11	.	.	PUNCT
ajeer-3666	23	1	contents	content	NOUN
ajeer-3666	23	2	1	1	NUM
ajeer-3666	23	3	.	.	PUNCT
ajeer-3666	24	1	introduction	introduction	NOUN
ajeer-3666	24	2	......................................................................................................................................................................................	......................................................................................................................................................................................	PUNCT
ajeer-3666	25	1	14	14	NUM
ajeer-3666	25	2	2	2	NUM
ajeer-3666	25	3	.	.	X
ajeer-3666	25	4	ovx	ovx	PROPN
ajeer-3666	25	5	and	and	CCONJ
ajeer-3666	25	6	uncertainty	uncertainty	NOUN
ajeer-3666	25	7	......................................................................................................................................................................	......................................................................................................................................................................	PUNCT
ajeer-3666	25	8	14	14	NUM
ajeer-3666	25	9	3	3	NUM
ajeer-3666	25	10	.	.	PUNCT
ajeer-3666	25	11	data	datum	NOUN
ajeer-3666	25	12	description	description	NOUN
ajeer-3666	25	13	..............................................................................................................................................................................	..............................................................................................................................................................................	PUNCT
ajeer-3666	26	1	15	15	NUM
ajeer-3666	26	2	4	4	NUM
ajeer-3666	26	3	.	.	PUNCT
ajeer-3666	26	4	methodology	methodology	NOUN
ajeer-3666	26	5	.....................................................................................................................................................................................	.....................................................................................................................................................................................	PUNCT
ajeer-3666	27	1	16	16	NUM
ajeer-3666	27	2	5	5	NUM
ajeer-3666	27	3	.	.	PUNCT
ajeer-3666	27	4	evaluation	evaluation	NOUN
ajeer-3666	27	5	framework	framework	NOUN
ajeer-3666	27	6	....................................................................................................................................................................	....................................................................................................................................................................	PUNCT
ajeer-3666	28	1	16	16	NUM
ajeer-3666	28	2	6	6	NUM
ajeer-3666	28	3	.	.	PUNCT
ajeer-3666	28	4	results	result	NOUN
ajeer-3666	28	5	................................................................................................................................................................................................	................................................................................................................................................................................................	PUNCT
ajeer-3666	28	6	17	17	NUM
ajeer-3666	28	7	7	7	NUM
ajeer-3666	28	8	.	.	PUNCT
ajeer-3666	29	1	conclusion	conclusion	NOUN
ajeer-3666	29	2	.........................................................................................................................................................................................	.........................................................................................................................................................................................	PUNCT
ajeer-3666	29	3	19	19	NUM
ajeer-3666	29	4	references	reference	NOUN
ajeer-3666	29	5	..............................................................................................................................................................................................	..............................................................................................................................................................................................	PROPN
ajeer-3666	29	6	19	19	NUM
ajeer-3666	29	7	mailto:p.delis@panteion.gr	mailto:p.delis@panteion.gr	NOUN
ajeer-3666	29	8	mailto:s.degiannakis@panteion.gr	mailto:s.degiannakis@panteion.gr	NOUN
ajeer-3666	29	9	mailto:kwstasgiannopoulos@yahoo.gr	mailto:kwstasgiannopoulos@yahoo.gr	NOUN
ajeer-3666	30	1	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajeer-3666	30	2	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajeer-3666	30	3	http://creativecommons.org/licenses/by/3.0/	http://creativecommons.org/licenses/by/3.0/	PROPN
ajeer-3666	30	4	https://www.doi.org/10.20448/ajeer.v9i1.3666	https://www.doi.org/10.20448/ajeer.v9i1.3666	PROPN
ajeer-3666	30	5	https://orcid.org/0000-0002-7238-4352	https://orcid.org/0000-0002-7238-4352	ADJ
ajeer-3666	30	6	https://orcid.org/0000-0003-1931-5494	https://orcid.org/0000-0003-1931-5494	PROPN
ajeer-3666	30	7	asian	asian	PROPN
ajeer-3666	30	8	journal	journal	NOUN
ajeer-3666	30	9	of	of	ADP
ajeer-3666	30	10	economics	economic	NOUN
ajeer-3666	30	11	and	and	CCONJ
ajeer-3666	30	12	empirical	empirical	ADJ
ajeer-3666	30	13	research	research	NOUN
ajeer-3666	30	14	,	,	PUNCT
ajeer-3666	30	15	2022	2022	NUM
ajeer-3666	30	16	,	,	PUNCT
ajeer-3666	30	17	9(1	9(1	NUM
ajeer-3666	30	18	):	):	PUNCT
ajeer-3666	30	19	13	13	NUM
ajeer-3666	30	20	-	-	SYM
ajeer-3666	30	21	20	20	NUM
ajeer-3666	30	22	14	14	NUM
ajeer-3666	30	23	©	©	PROPN
ajeer-3666	30	24	2022	2022	NUM
ajeer-3666	30	25	by	by	ADP
ajeer-3666	30	26	the	the	DET
ajeer-3666	30	27	authors	author	NOUN
ajeer-3666	30	28	;	;	PUNCT
ajeer-3666	30	29	licensee	licensee	PROPN
ajeer-3666	30	30	asian	asian	ADJ
ajeer-3666	30	31	online	online	PROPN
ajeer-3666	30	32	journal	journal	PROPN
ajeer-3666	30	33	publishing	publishing	NOUN
ajeer-3666	30	34	group	group	NOUN
ajeer-3666	30	35	contribution	contribution	NOUN
ajeer-3666	30	36	of	of	ADP
ajeer-3666	30	37	this	this	DET
ajeer-3666	30	38	paper	paper	NOUN
ajeer-3666	30	39	to	to	ADP
ajeer-3666	30	40	the	the	DET
ajeer-3666	30	41	literature	literature	NOUN
ajeer-3666	30	42	this	this	DET
ajeer-3666	30	43	study	study	NOUN
ajeer-3666	30	44	contributes	contribute	VERB
ajeer-3666	30	45	to	to	ADP
ajeer-3666	30	46	the	the	DET
ajeer-3666	30	47	existing	exist	VERB
ajeer-3666	30	48	literature	literature	NOUN
ajeer-3666	30	49	by	by	ADP
ajeer-3666	30	50	investigating	investigate	VERB
ajeer-3666	30	51	the	the	DET
ajeer-3666	30	52	predictive	predictive	ADJ
ajeer-3666	30	53	performance	performance	NOUN
ajeer-3666	30	54	of	of	ADP
ajeer-3666	30	55	models	model	NOUN
ajeer-3666	30	56	that	that	PRON
ajeer-3666	30	57	incorporate	incorporate	VERB
ajeer-3666	30	58	several	several	ADJ
ajeer-3666	30	59	factors	factor	NOUN
ajeer-3666	30	60	of	of	ADP
ajeer-3666	30	61	uncertainty	uncertainty	NOUN
ajeer-3666	30	62	,	,	PUNCT
ajeer-3666	30	63	including	include	VERB
ajeer-3666	30	64	implied	imply	VERB
ajeer-3666	30	65	volatility	volatility	NOUN
ajeer-3666	30	66	indices	index	NOUN
ajeer-3666	30	67	and	and	CCONJ
ajeer-3666	30	68	other	other	ADJ
ajeer-3666	30	69	indicators	indicator	NOUN
ajeer-3666	30	70	that	that	PRON
ajeer-3666	30	71	capture	capture	VERB
ajeer-3666	30	72	uncertainty	uncertainty	NOUN
ajeer-3666	30	73	,	,	PUNCT
ajeer-3666	30	74	on	on	ADP
ajeer-3666	30	75	the	the	DET
ajeer-3666	30	76	oil	oil	NOUN
ajeer-3666	30	77	implied	imply	VERB
ajeer-3666	30	78	volatility	volatility	NOUN
ajeer-3666	30	79	index	index	NOUN
ajeer-3666	30	80	(	(	PUNCT
ajeer-3666	30	81	ovx	ovx	PROPN
ajeer-3666	30	82	)	)	PUNCT
ajeer-3666	30	83	.	.	PUNCT
ajeer-3666	31	1	moreover	moreover	ADV
ajeer-3666	31	2	,	,	PUNCT
ajeer-3666	31	3	the	the	DET
ajeer-3666	31	4	study	study	NOUN
ajeer-3666	31	5	focuses	focus	VERB
ajeer-3666	31	6	on	on	ADP
ajeer-3666	31	7	generating	generate	VERB
ajeer-3666	31	8	ovx	ovx	PROPN
ajeer-3666	31	9	forecasts	forecast	NOUN
ajeer-3666	31	10	in	in	ADP
ajeer-3666	31	11	an	an	DET
ajeer-3666	31	12	out	out	ADJ
ajeer-3666	31	13	-	-	PUNCT
ajeer-3666	31	14	of	of	ADP
ajeer-3666	31	15	-	-	PUNCT
ajeer-3666	31	16	sample	sample	NOUN
ajeer-3666	31	17	analysis	analysis	NOUN
ajeer-3666	31	18	.	.	PUNCT
ajeer-3666	32	1	1	1	X
ajeer-3666	32	2	.	.	X
ajeer-3666	32	3	introduction	introduction	NOUN
ajeer-3666	32	4	oil	oil	NOUN
ajeer-3666	32	5	prices	price	NOUN
ajeer-3666	32	6	are	be	AUX
ajeer-3666	32	7	experiencing	experience	VERB
ajeer-3666	32	8	a	a	DET
ajeer-3666	32	9	period	period	NOUN
ajeer-3666	32	10	of	of	ADP
ajeer-3666	32	11	high	high	ADJ
ajeer-3666	32	12	volatility	volatility	NOUN
ajeer-3666	32	13	,	,	PUNCT
ajeer-3666	32	14	which	which	PRON
ajeer-3666	32	15	is	be	AUX
ajeer-3666	32	16	of	of	ADP
ajeer-3666	32	17	major	major	ADJ
ajeer-3666	32	18	importance	importance	NOUN
ajeer-3666	32	19	to	to	ADP
ajeer-3666	32	20	the	the	DET
ajeer-3666	32	21	global	global	ADJ
ajeer-3666	32	22	economy	economy	NOUN
ajeer-3666	32	23	.	.	PUNCT
ajeer-3666	33	1	oil	oil	NOUN
ajeer-3666	33	2	price	price	NOUN
ajeer-3666	33	3	volatility	volatility	NOUN
ajeer-3666	33	4	can	can	AUX
ajeer-3666	33	5	arise	arise	VERB
ajeer-3666	33	6	from	from	ADP
ajeer-3666	33	7	either	either	CCONJ
ajeer-3666	33	8	supply	supply	NOUN
ajeer-3666	33	9	or	or	CCONJ
ajeer-3666	33	10	demand	demand	NOUN
ajeer-3666	33	11	shocks	shock	NOUN
ajeer-3666	33	12	,	,	PUNCT
ajeer-3666	33	13	which	which	PRON
ajeer-3666	33	14	in	in	ADP
ajeer-3666	33	15	turn	turn	NOUN
ajeer-3666	33	16	are	be	AUX
ajeer-3666	33	17	triggered	trigger	VERB
ajeer-3666	33	18	by	by	ADP
ajeer-3666	33	19	different	different	ADJ
ajeer-3666	33	20	factors	factor	NOUN
ajeer-3666	33	21	of	of	ADP
ajeer-3666	33	22	uncertainty	uncertainty	NOUN
ajeer-3666	33	23	.	.	PUNCT
ajeer-3666	34	1	since	since	SCONJ
ajeer-3666	34	2	oil	oil	NOUN
ajeer-3666	34	3	price	price	NOUN
ajeer-3666	34	4	volatility	volatility	NOUN
ajeer-3666	34	5	is	be	AUX
ajeer-3666	34	6	a	a	DET
ajeer-3666	34	7	measure	measure	NOUN
ajeer-3666	34	8	that	that	PRON
ajeer-3666	34	9	shows	show	VERB
ajeer-3666	34	10	the	the	DET
ajeer-3666	34	11	level	level	NOUN
ajeer-3666	34	12	of	of	ADP
ajeer-3666	34	13	change	change	NOUN
ajeer-3666	34	14	that	that	SCONJ
ajeer-3666	34	15	oil	oil	NOUN
ajeer-3666	34	16	prices	price	NOUN
ajeer-3666	34	17	undergo	undergo	VERB
ajeer-3666	34	18	,	,	PUNCT
ajeer-3666	34	19	investors	investor	NOUN
ajeer-3666	34	20	are	be	AUX
ajeer-3666	34	21	interested	interested	ADJ
ajeer-3666	34	22	in	in	ADP
ajeer-3666	34	23	predicting	predict	VERB
ajeer-3666	34	24	it	it	PRON
ajeer-3666	34	25	.	.	PUNCT
ajeer-3666	35	1	according	accord	VERB
ajeer-3666	35	2	to	to	ADP
ajeer-3666	35	3	prior	prior	ADJ
ajeer-3666	35	4	research	research	NOUN
ajeer-3666	35	5	(	(	PUNCT
ajeer-3666	35	6	blair	blair	PROPN
ajeer-3666	35	7	,	,	PUNCT
ajeer-3666	35	8	poon	poon	NOUN
ajeer-3666	35	9	,	,	PUNCT
ajeer-3666	35	10	&	&	CCONJ
ajeer-3666	35	11	taylor	taylor	PROPN
ajeer-3666	35	12	,	,	PUNCT
ajeer-3666	35	13	2001	2001	NUM
ajeer-3666	35	14	;	;	PUNCT
ajeer-3666	35	15	frijns	frijns	NOUN
ajeer-3666	35	16	,	,	PUNCT
ajeer-3666	35	17	tallau	tallau	NOUN
ajeer-3666	35	18	,	,	PUNCT
ajeer-3666	35	19	&	&	CCONJ
ajeer-3666	35	20	touranirad	touranirad	PROPN
ajeer-3666	35	21	,	,	PUNCT
ajeer-3666	35	22	2010	2010	NUM
ajeer-3666	35	23	;	;	PUNCT
ajeer-3666	35	24	giot	giot	NOUN
ajeer-3666	35	25	,	,	PUNCT
ajeer-3666	35	26	2003	2003	NUM
ajeer-3666	35	27	)	)	PUNCT
ajeer-3666	35	28	implied	imply	VERB
ajeer-3666	35	29	volatility	volatility	NOUN
ajeer-3666	35	30	(	(	PUNCT
ajeer-3666	35	31	iv	iv	X
ajeer-3666	35	32	)	)	PUNCT
ajeer-3666	35	33	indices	index	NOUN
ajeer-3666	35	34	provide	provide	VERB
ajeer-3666	35	35	increased	increase	VERB
ajeer-3666	35	36	predictive	predictive	ADJ
ajeer-3666	35	37	information	information	NOUN
ajeer-3666	35	38	when	when	SCONJ
ajeer-3666	35	39	generating	generate	VERB
ajeer-3666	35	40	volatility	volatility	NOUN
ajeer-3666	35	41	forecasts	forecast	NOUN
ajeer-3666	35	42	.	.	PUNCT
ajeer-3666	36	1	therefore	therefore	ADV
ajeer-3666	36	2	,	,	PUNCT
ajeer-3666	36	3	this	this	DET
ajeer-3666	36	4	study	study	NOUN
ajeer-3666	36	5	focuses	focus	VERB
ajeer-3666	36	6	on	on	ADP
ajeer-3666	36	7	the	the	DET
ajeer-3666	36	8	oil	oil	NOUN
ajeer-3666	36	9	volatility	volatility	NOUN
ajeer-3666	36	10	index	index	NOUN
ajeer-3666	36	11	(	(	PUNCT
ajeer-3666	36	12	ovx	ovx	PROPN
ajeer-3666	36	13	)	)	PUNCT
ajeer-3666	36	14	as	as	ADP
ajeer-3666	36	15	a	a	DET
ajeer-3666	36	16	measure	measure	NOUN
ajeer-3666	36	17	of	of	ADP
ajeer-3666	36	18	oil	oil	NOUN
ajeer-3666	36	19	price	price	NOUN
ajeer-3666	36	20	volatility	volatility	NOUN
ajeer-3666	36	21	,	,	PUNCT
ajeer-3666	36	22	which	which	PRON
ajeer-3666	36	23	is	be	AUX
ajeer-3666	36	24	constructed	construct	VERB
ajeer-3666	36	25	by	by	ADP
ajeer-3666	36	26	cboe	cboe	PROPN
ajeer-3666	36	27	using	use	VERB
ajeer-3666	36	28	the	the	DET
ajeer-3666	36	29	implied	imply	VERB
ajeer-3666	36	30	volatility	volatility	NOUN
ajeer-3666	36	31	methodology.1	methodology.1	VERB
ajeer-3666	36	32	a	a	DET
ajeer-3666	36	33	small	small	ADJ
ajeer-3666	36	34	number	number	NOUN
ajeer-3666	36	35	of	of	ADP
ajeer-3666	36	36	previous	previous	ADJ
ajeer-3666	36	37	studies	study	NOUN
ajeer-3666	36	38	has	have	AUX
ajeer-3666	36	39	focused	focus	VERB
ajeer-3666	36	40	on	on	ADP
ajeer-3666	36	41	ovx	ovx	PROPN
ajeer-3666	36	42	predictability	predictability	NOUN
ajeer-3666	36	43	and	and	CCONJ
ajeer-3666	36	44	the	the	DET
ajeer-3666	36	45	investigation	investigation	NOUN
ajeer-3666	36	46	of	of	ADP
ajeer-3666	36	47	the	the	DET
ajeer-3666	36	48	variables	variable	NOUN
ajeer-3666	36	49	that	that	PRON
ajeer-3666	36	50	can	can	AUX
ajeer-3666	36	51	improve	improve	VERB
ajeer-3666	36	52	the	the	DET
ajeer-3666	36	53	forecasting	forecasting	NOUN
ajeer-3666	36	54	ability	ability	NOUN
ajeer-3666	36	55	of	of	ADP
ajeer-3666	36	56	the	the	DET
ajeer-3666	36	57	models	model	NOUN
ajeer-3666	36	58	used	use	VERB
ajeer-3666	36	59	to	to	PART
ajeer-3666	36	60	generate	generate	VERB
ajeer-3666	36	61	ovx	ovx	PROPN
ajeer-3666	36	62	forecasts	forecast	NOUN
ajeer-3666	36	63	.	.	PUNCT
ajeer-3666	37	1	for	for	ADP
ajeer-3666	37	2	example	example	NOUN
ajeer-3666	37	3	,	,	PUNCT
ajeer-3666	37	4	mazzeu	mazzeu	ADJ
ajeer-3666	37	5	,	,	PUNCT
ajeer-3666	37	6	veiga	veiga	ADJ
ajeer-3666	37	7	,	,	PUNCT
ajeer-3666	37	8	and	and	CCONJ
ajeer-3666	37	9	mariti	mariti	NOUN
ajeer-3666	37	10	(	(	PUNCT
ajeer-3666	37	11	2019	2019	NUM
ajeer-3666	37	12	)	)	PUNCT
ajeer-3666	37	13	found	find	VERB
ajeer-3666	37	14	that	that	SCONJ
ajeer-3666	37	15	including	include	VERB
ajeer-3666	37	16	the	the	DET
ajeer-3666	37	17	leverage	leverage	NOUN
ajeer-3666	37	18	in	in	ADP
ajeer-3666	37	19	the	the	DET
ajeer-3666	37	20	conditional	conditional	ADJ
ajeer-3666	37	21	mean	mean	NOUN
ajeer-3666	37	22	or	or	CCONJ
ajeer-3666	37	23	variance	variance	NOUN
ajeer-3666	37	24	of	of	ADP
ajeer-3666	37	25	the	the	DET
ajeer-3666	37	26	basic	basic	ADJ
ajeer-3666	37	27	heterogeneous	heterogeneous	ADJ
ajeer-3666	37	28	autoregressive	autoregressive	ADJ
ajeer-3666	37	29	(	(	PUNCT
ajeer-3666	37	30	har	har	NOUN
ajeer-3666	37	31	)	)	PUNCT
ajeer-3666	37	32	model	model	NOUN
ajeer-3666	37	33	increases	increase	VERB
ajeer-3666	37	34	its	its	PRON
ajeer-3666	37	35	predictive	predictive	ADJ
ajeer-3666	37	36	ability	ability	NOUN
ajeer-3666	37	37	.	.	PUNCT
ajeer-3666	38	1	however	however	ADV
ajeer-3666	38	2	,	,	PUNCT
ajeer-3666	38	3	they	they	PRON
ajeer-3666	38	4	did	do	AUX
ajeer-3666	38	5	not	not	PART
ajeer-3666	38	6	include	include	VERB
ajeer-3666	38	7	exogenous	exogenous	ADJ
ajeer-3666	38	8	information	information	NOUN
ajeer-3666	38	9	in	in	ADP
ajeer-3666	38	10	their	their	PRON
ajeer-3666	38	11	efforts	effort	NOUN
ajeer-3666	38	12	to	to	PART
ajeer-3666	38	13	improve	improve	VERB
ajeer-3666	38	14	the	the	DET
ajeer-3666	38	15	forecasting	forecasting	NOUN
ajeer-3666	38	16	performance	performance	NOUN
ajeer-3666	38	17	of	of	ADP
ajeer-3666	38	18	the	the	DET
ajeer-3666	38	19	simple	simple	ADJ
ajeer-3666	38	20	har	har	NOUN
ajeer-3666	38	21	model	model	NOUN
ajeer-3666	38	22	.	.	PUNCT
ajeer-3666	39	1	the	the	DET
ajeer-3666	39	2	literature	literature	NOUN
ajeer-3666	39	3	includes	include	VERB
ajeer-3666	39	4	papers	paper	NOUN
ajeer-3666	39	5	that	that	PRON
ajeer-3666	39	6	focus	focus	VERB
ajeer-3666	39	7	on	on	ADP
ajeer-3666	39	8	generating	generate	VERB
ajeer-3666	39	9	forecasts	forecast	NOUN
ajeer-3666	39	10	for	for	ADP
ajeer-3666	39	11	other	other	ADJ
ajeer-3666	39	12	iv	iv	NUM
ajeer-3666	39	13	indices	index	NOUN
ajeer-3666	39	14	,	,	PUNCT
ajeer-3666	39	15	rather	rather	ADV
ajeer-3666	39	16	than	than	ADP
ajeer-3666	39	17	ovx	ovx	PROPN
ajeer-3666	39	18	.	.	PUNCT
ajeer-3666	40	1	for	for	ADP
ajeer-3666	40	2	example	example	NOUN
ajeer-3666	40	3	,	,	PUNCT
ajeer-3666	40	4	degiannakis	degiannakis	PROPN
ajeer-3666	40	5	(	(	PUNCT
ajeer-3666	40	6	2008	2008	NUM
ajeer-3666	40	7	)	)	PUNCT
ajeer-3666	40	8	provided	provide	VERB
ajeer-3666	40	9	an	an	DET
ajeer-3666	40	10	empirical	empirical	ADJ
ajeer-3666	40	11	model	model	NOUN
ajeer-3666	40	12	that	that	PRON
ajeer-3666	40	13	produced	produce	VERB
ajeer-3666	40	14	one	one	NUM
ajeer-3666	40	15	-	-	PUNCT
ajeer-3666	40	16	dayahead	dayahead	NOUN
ajeer-3666	40	17	predictions	prediction	NOUN
ajeer-3666	40	18	of	of	ADP
ajeer-3666	40	19	the	the	DET
ajeer-3666	40	20	vix	vix	PROPN
ajeer-3666	40	21	index	index	NOUN
ajeer-3666	40	22	and	and	CCONJ
ajeer-3666	40	23	found	find	VERB
ajeer-3666	40	24	that	that	SCONJ
ajeer-3666	40	25	the	the	DET
ajeer-3666	40	26	intraday	intraday	NOUN
ajeer-3666	40	27	volatility	volatility	NOUN
ajeer-3666	40	28	measure	measure	NOUN
ajeer-3666	40	29	did	do	AUX
ajeer-3666	40	30	not	not	PART
ajeer-3666	40	31	yield	yield	VERB
ajeer-3666	40	32	significant	significant	ADJ
ajeer-3666	40	33	incremental	incremental	ADJ
ajeer-3666	40	34	forecasting	forecasting	NOUN
ajeer-3666	40	35	information	information	NOUN
ajeer-3666	40	36	on	on	ADP
ajeer-3666	40	37	vix	vix	PROPN
ajeer-3666	40	38	.	.	PUNCT
ajeer-3666	41	1	konstantinidi	konstantinidi	PROPN
ajeer-3666	41	2	,	,	PUNCT
ajeer-3666	41	3	skiadopoulos	skiadopoulo	NOUN
ajeer-3666	41	4	,	,	PUNCT
ajeer-3666	41	5	and	and	CCONJ
ajeer-3666	41	6	tzagkaraki	tzagkaraki	NOUN
ajeer-3666	41	7	(	(	PUNCT
ajeer-3666	41	8	2008	2008	NUM
ajeer-3666	41	9	)	)	PUNCT
ajeer-3666	41	10	implemented	implement	VERB
ajeer-3666	41	11	six	six	NUM
ajeer-3666	41	12	alternative	alternative	ADJ
ajeer-3666	41	13	model	model	NOUN
ajeer-3666	41	14	specifications	specification	NOUN
ajeer-3666	41	15	,	,	PUNCT
ajeer-3666	41	16	including	include	VERB
ajeer-3666	41	17	models	model	NOUN
ajeer-3666	41	18	featuring	feature	VERB
ajeer-3666	41	19	economic	economic	ADJ
ajeer-3666	41	20	variables	variable	NOUN
ajeer-3666	41	21	as	as	ADP
ajeer-3666	41	22	exogenous	exogenous	ADJ
ajeer-3666	41	23	information	information	NOUN
ajeer-3666	41	24	,	,	PUNCT
ajeer-3666	41	25	to	to	PART
ajeer-3666	41	26	generate	generate	VERB
ajeer-3666	41	27	forecasts	forecast	NOUN
ajeer-3666	41	28	for	for	ADP
ajeer-3666	41	29	a	a	DET
ajeer-3666	41	30	number	number	NOUN
ajeer-3666	41	31	of	of	ADP
ajeer-3666	41	32	european	european	PROPN
ajeer-3666	41	33	and	and	CCONJ
ajeer-3666	41	34	u.s	u.s	PROPN
ajeer-3666	41	35	.	.	PROPN
ajeer-3666	41	36	iv	iv	NUM
ajeer-3666	41	37	indices	index	NOUN
ajeer-3666	41	38	.	.	PUNCT
ajeer-3666	42	1	moreover	moreover	ADV
ajeer-3666	42	2	,	,	PUNCT
ajeer-3666	42	3	degiannakis	degiannaki	NOUN
ajeer-3666	42	4	,	,	PUNCT
ajeer-3666	42	5	filis	filis	ADJ
ajeer-3666	42	6	,	,	PUNCT
ajeer-3666	42	7	and	and	CCONJ
ajeer-3666	42	8	hassani	hassani	PROPN
ajeer-3666	42	9	(	(	PUNCT
ajeer-3666	42	10	2018	2018	NUM
ajeer-3666	42	11	)	)	PUNCT
ajeer-3666	42	12	applied	apply	VERB
ajeer-3666	42	13	parametric	parametric	ADJ
ajeer-3666	42	14	and	and	CCONJ
ajeer-3666	42	15	non	non	ADJ
ajeer-3666	42	16	-	-	ADJ
ajeer-3666	42	17	parametric	parametric	ADJ
ajeer-3666	42	18	techniques	technique	NOUN
ajeer-3666	42	19	in	in	ADP
ajeer-3666	42	20	order	order	NOUN
ajeer-3666	42	21	to	to	PART
ajeer-3666	42	22	forecast	forecast	VERB
ajeer-3666	42	23	implied	imply	VERB
ajeer-3666	42	24	volatility	volatility	NOUN
ajeer-3666	42	25	indices	index	NOUN
ajeer-3666	42	26	,	,	PUNCT
ajeer-3666	42	27	such	such	ADJ
ajeer-3666	42	28	as	as	ADP
ajeer-3666	42	29	the	the	DET
ajeer-3666	42	30	vix	vix	NOUN
ajeer-3666	42	31	.	.	PUNCT
ajeer-3666	43	1	in	in	ADP
ajeer-3666	43	2	addition	addition	NOUN
ajeer-3666	43	3	,	,	PUNCT
ajeer-3666	43	4	the	the	DET
ajeer-3666	43	5	work	work	NOUN
ajeer-3666	43	6	of	of	ADP
ajeer-3666	43	7	dunis	dunis	NOUN
ajeer-3666	43	8	,	,	PUNCT
ajeer-3666	43	9	kellard	kellard	NOUN
ajeer-3666	43	10	,	,	PUNCT
ajeer-3666	43	11	and	and	CCONJ
ajeer-3666	43	12	snaith	snaith	INTJ
ajeer-3666	43	13	(	(	PUNCT
ajeer-3666	43	14	2013	2013	NUM
ajeer-3666	43	15	)	)	PUNCT
ajeer-3666	43	16	focused	focus	VERB
ajeer-3666	43	17	on	on	ADP
ajeer-3666	43	18	forecasting	forecast	VERB
ajeer-3666	43	19	the	the	DET
ajeer-3666	43	20	eur	eur	ADJ
ajeer-3666	43	21	–	–	PUNCT
ajeer-3666	43	22	usd	usd	NOUN
ajeer-3666	43	23	iv	iv	NUM
ajeer-3666	43	24	index	index	NOUN
ajeer-3666	43	25	.	.	PUNCT
ajeer-3666	44	1	in	in	ADP
ajeer-3666	44	2	this	this	DET
ajeer-3666	44	3	paper	paper	NOUN
ajeer-3666	44	4	,	,	PUNCT
ajeer-3666	44	5	we	we	PRON
ajeer-3666	44	6	study	study	VERB
ajeer-3666	44	7	two	two	NUM
ajeer-3666	44	8	different	different	ADJ
ajeer-3666	44	9	clusters	cluster	NOUN
ajeer-3666	44	10	of	of	ADP
ajeer-3666	44	11	uncertainty	uncertainty	NOUN
ajeer-3666	44	12	,	,	PUNCT
ajeer-3666	44	13	which	which	PRON
ajeer-3666	44	14	each	each	DET
ajeer-3666	44	15	consist	consist	VERB
ajeer-3666	44	16	of	of	ADP
ajeer-3666	44	17	indicators	indicator	NOUN
ajeer-3666	44	18	that	that	PRON
ajeer-3666	44	19	may	may	AUX
ajeer-3666	44	20	offer	offer	VERB
ajeer-3666	44	21	predictive	predictive	ADJ
ajeer-3666	44	22	information	information	NOUN
ajeer-3666	44	23	on	on	ADP
ajeer-3666	44	24	ovx	ovx	PROPN
ajeer-3666	44	25	.	.	PUNCT
ajeer-3666	45	1	the	the	DET
ajeer-3666	45	2	first	first	ADJ
ajeer-3666	45	3	cluster	cluster	NOUN
ajeer-3666	45	4	includes	include	VERB
ajeer-3666	45	5	three	three	NUM
ajeer-3666	45	6	iv	iv	NUM
ajeer-3666	45	7	indices	index	NOUN
ajeer-3666	45	8	that	that	PRON
ajeer-3666	45	9	correspond	correspond	VERB
ajeer-3666	45	10	to	to	ADP
ajeer-3666	45	11	the	the	DET
ajeer-3666	45	12	main	main	ADJ
ajeer-3666	45	13	markets	market	NOUN
ajeer-3666	45	14	,	,	PUNCT
ajeer-3666	45	15	namely	namely	ADV
ajeer-3666	45	16	the	the	DET
ajeer-3666	45	17	stock	stock	NOUN
ajeer-3666	45	18	and	and	CCONJ
ajeer-3666	45	19	commodity	commodity	NOUN
ajeer-3666	45	20	(	(	PUNCT
ajeer-3666	45	21	gold	gold	NOUN
ajeer-3666	45	22	)	)	PUNCT
ajeer-3666	45	23	markets	market	NOUN
ajeer-3666	45	24	and	and	CCONJ
ajeer-3666	45	25	the	the	DET
ajeer-3666	45	26	market	market	NOUN
ajeer-3666	45	27	reflecting	reflect	VERB
ajeer-3666	45	28	the	the	DET
ajeer-3666	45	29	macroeconomic	macroeconomic	ADJ
ajeer-3666	45	30	conditions	condition	NOUN
ajeer-3666	45	31	.	.	PUNCT
ajeer-3666	46	1	the	the	DET
ajeer-3666	46	2	second	second	ADJ
ajeer-3666	46	3	cluster	cluster	NOUN
ajeer-3666	46	4	includes	include	VERB
ajeer-3666	46	5	indicators	indicator	NOUN
ajeer-3666	46	6	that	that	PRON
ajeer-3666	46	7	can	can	AUX
ajeer-3666	46	8	be	be	AUX
ajeer-3666	46	9	of	of	ADP
ajeer-3666	46	10	major	major	ADJ
ajeer-3666	46	11	importance	importance	NOUN
ajeer-3666	46	12	for	for	ADP
ajeer-3666	46	13	predicting	predict	VERB
ajeer-3666	46	14	uncertainty	uncertainty	NOUN
ajeer-3666	46	15	in	in	ADP
ajeer-3666	46	16	the	the	DET
ajeer-3666	46	17	u.s	u.s	PROPN
ajeer-3666	46	18	.	.	PROPN
ajeer-3666	46	19	markets	market	NOUN
ajeer-3666	46	20	.	.	PUNCT
ajeer-3666	47	1	the	the	DET
ajeer-3666	47	2	first	first	ADJ
ajeer-3666	47	3	variable	variable	NOUN
ajeer-3666	47	4	in	in	ADP
ajeer-3666	47	5	this	this	DET
ajeer-3666	47	6	cluster	cluster	NOUN
ajeer-3666	47	7	is	be	AUX
ajeer-3666	47	8	the	the	DET
ajeer-3666	47	9	u.s	u.s	PROPN
ajeer-3666	47	10	.	.	PROPN
ajeer-3666	47	11	economic	economic	ADJ
ajeer-3666	47	12	policy	policy	NOUN
ajeer-3666	47	13	uncertainty	uncertainty	NOUN
ajeer-3666	47	14	(	(	PUNCT
ajeer-3666	47	15	epu	epu	PROPN
ajeer-3666	47	16	)	)	PUNCT
ajeer-3666	47	17	index	index	NOUN
ajeer-3666	47	18	,	,	PUNCT
ajeer-3666	47	19	which	which	PRON
ajeer-3666	47	20	is	be	AUX
ajeer-3666	47	21	based	base	VERB
ajeer-3666	47	22	on	on	ADP
ajeer-3666	47	23	newspaper	newspaper	NOUN
ajeer-3666	47	24	archives	archive	NOUN
ajeer-3666	47	25	and	and	CCONJ
ajeer-3666	47	26	focuses	focus	VERB
ajeer-3666	47	27	on	on	ADP
ajeer-3666	47	28	three	three	NUM
ajeer-3666	47	29	main	main	ADJ
ajeer-3666	47	30	areas	area	NOUN
ajeer-3666	47	31	,	,	PUNCT
ajeer-3666	47	32	namely	namely	ADV
ajeer-3666	47	33	the	the	DET
ajeer-3666	47	34	economy	economy	NOUN
ajeer-3666	47	35	,	,	PUNCT
ajeer-3666	47	36	the	the	DET
ajeer-3666	47	37	uncertainty	uncertainty	NOUN
ajeer-3666	47	38	,	,	PUNCT
ajeer-3666	47	39	and	and	CCONJ
ajeer-3666	47	40	the	the	DET
ajeer-3666	47	41	legislation	legislation	NOUN
ajeer-3666	47	42	or	or	CCONJ
ajeer-3666	47	43	regulation	regulation	NOUN
ajeer-3666	47	44	.	.	PUNCT
ajeer-3666	48	1	the	the	DET
ajeer-3666	48	2	second	second	ADJ
ajeer-3666	48	3	,	,	PUNCT
ajeer-3666	48	4	namely	namely	ADV
ajeer-3666	48	5	the	the	DET
ajeer-3666	48	6	geopolitical	geopolitical	ADJ
ajeer-3666	48	7	risk	risk	NOUN
ajeer-3666	48	8	(	(	PUNCT
ajeer-3666	48	9	gpr	gpr	PROPN
ajeer-3666	48	10	)	)	PUNCT
ajeer-3666	48	11	index	index	NOUN
ajeer-3666	48	12	,	,	PUNCT
ajeer-3666	48	13	captures	capture	VERB
ajeer-3666	48	14	adverse	adverse	ADJ
ajeer-3666	48	15	geopolitical	geopolitical	ADJ
ajeer-3666	48	16	events	event	NOUN
ajeer-3666	48	17	by	by	ADP
ajeer-3666	48	18	using	use	VERB
ajeer-3666	48	19	newspaper	newspaper	NOUN
ajeer-3666	48	20	articles	article	NOUN
ajeer-3666	48	21	covering	cover	VERB
ajeer-3666	48	22	geopolitical	geopolitical	ADJ
ajeer-3666	48	23	tensions	tension	NOUN
ajeer-3666	48	24	.	.	PUNCT
ajeer-3666	49	1	finally	finally	ADV
ajeer-3666	49	2	,	,	PUNCT
ajeer-3666	49	3	a	a	DET
ajeer-3666	49	4	representative	representative	ADJ
ajeer-3666	49	5	measure	measure	NOUN
ajeer-3666	49	6	of	of	ADP
ajeer-3666	49	7	the	the	DET
ajeer-3666	49	8	real	real	ADJ
ajeer-3666	49	9	business	business	NOUN
ajeer-3666	49	10	conditions	condition	NOUN
ajeer-3666	49	11	is	be	AUX
ajeer-3666	49	12	offered	offer	VERB
ajeer-3666	49	13	by	by	ADP
ajeer-3666	49	14	the	the	DET
ajeer-3666	49	15	index	index	NOUN
ajeer-3666	49	16	constructed	construct	VERB
ajeer-3666	49	17	by	by	ADP
ajeer-3666	49	18	aruoba	aruoba	NOUN
ajeer-3666	49	19	-	-	PUNCT
ajeer-3666	49	20	diebold	diebold	ADJ
ajeer-3666	49	21	-	-	PUNCT
ajeer-3666	49	22	scotti	scotti	NOUN
ajeer-3666	49	23	(	(	PUNCT
ajeer-3666	49	24	ads	ad	NOUN
ajeer-3666	49	25	)	)	PUNCT
ajeer-3666	49	26	,	,	PUNCT
ajeer-3666	49	27	which	which	PRON
ajeer-3666	49	28	captures	capture	VERB
ajeer-3666	49	29	information	information	NOUN
ajeer-3666	49	30	from	from	ADP
ajeer-3666	49	31	several	several	ADJ
ajeer-3666	49	32	economic	economic	ADJ
ajeer-3666	49	33	indicators	indicator	NOUN
ajeer-3666	49	34	,	,	PUNCT
ajeer-3666	49	35	such	such	ADJ
ajeer-3666	49	36	as	as	ADP
ajeer-3666	49	37	weekly	weekly	ADJ
ajeer-3666	49	38	initial	initial	ADJ
ajeer-3666	49	39	jobless	jobless	ADJ
ajeer-3666	49	40	claims	claim	NOUN
ajeer-3666	49	41	,	,	PUNCT
ajeer-3666	49	42	monthly	monthly	ADJ
ajeer-3666	49	43	industrial	industrial	ADJ
ajeer-3666	49	44	production	production	NOUN
ajeer-3666	49	45	and	and	CCONJ
ajeer-3666	49	46	quarterly	quarterly	ADJ
ajeer-3666	49	47	real	real	ADJ
ajeer-3666	49	48	gdp	gdp	NOUN
ajeer-3666	49	49	.	.	PUNCT
ajeer-3666	50	1	the	the	DET
ajeer-3666	50	2	advantage	advantage	NOUN
ajeer-3666	50	3	of	of	ADP
ajeer-3666	50	4	this	this	DET
ajeer-3666	50	5	index	index	NOUN
ajeer-3666	50	6	is	be	AUX
ajeer-3666	50	7	that	that	SCONJ
ajeer-3666	50	8	it	it	PRON
ajeer-3666	50	9	extracts	extract	VERB
ajeer-3666	50	10	information	information	NOUN
ajeer-3666	50	11	from	from	ADP
ajeer-3666	50	12	different	different	ADJ
ajeer-3666	50	13	frequencies	frequency	NOUN
ajeer-3666	50	14	.	.	PUNCT
ajeer-3666	51	1	to	to	ADP
ajeer-3666	51	2	the	the	DET
ajeer-3666	51	3	best	good	ADJ
ajeer-3666	51	4	of	of	ADP
ajeer-3666	51	5	our	our	PRON
ajeer-3666	51	6	knowledge	knowledge	NOUN
ajeer-3666	51	7	,	,	PUNCT
ajeer-3666	51	8	there	there	PRON
ajeer-3666	51	9	are	be	VERB
ajeer-3666	51	10	many	many	ADJ
ajeer-3666	51	11	studies	study	NOUN
ajeer-3666	51	12	that	that	PRON
ajeer-3666	51	13	have	have	AUX
ajeer-3666	51	14	focused	focus	VERB
ajeer-3666	51	15	on	on	ADP
ajeer-3666	51	16	methodologies	methodology	NOUN
ajeer-3666	51	17	for	for	ADP
ajeer-3666	51	18	generating	generate	VERB
ajeer-3666	51	19	iv	iv	NUM
ajeer-3666	51	20	forecasts	forecast	NOUN
ajeer-3666	51	21	.	.	PUNCT
ajeer-3666	52	1	however	however	ADV
ajeer-3666	52	2	,	,	PUNCT
ajeer-3666	52	3	most	most	ADJ
ajeer-3666	52	4	of	of	ADP
ajeer-3666	52	5	them	they	PRON
ajeer-3666	52	6	have	have	AUX
ajeer-3666	52	7	studied	study	VERB
ajeer-3666	52	8	vix,2	vix,2	ADJ
ajeer-3666	52	9	the	the	DET
ajeer-3666	52	10	most	most	ADV
ajeer-3666	52	11	representative	representative	ADJ
ajeer-3666	52	12	iv	iv	NUM
ajeer-3666	52	13	index	index	NOUN
ajeer-3666	52	14	for	for	ADP
ajeer-3666	52	15	the	the	DET
ajeer-3666	52	16	u.s	u.s	PROPN
ajeer-3666	52	17	.	.	PROPN
ajeer-3666	52	18	stock	stock	NOUN
ajeer-3666	52	19	markets	market	NOUN
ajeer-3666	52	20	.	.	PUNCT
ajeer-3666	53	1	in	in	ADP
ajeer-3666	53	2	this	this	DET
ajeer-3666	53	3	case	case	NOUN
ajeer-3666	53	4	,	,	PUNCT
ajeer-3666	53	5	we	we	PRON
ajeer-3666	53	6	examine	examine	VERB
ajeer-3666	53	7	whether	whether	SCONJ
ajeer-3666	53	8	the	the	DET
ajeer-3666	53	9	forecasting	forecasting	NOUN
ajeer-3666	53	10	ability	ability	NOUN
ajeer-3666	53	11	of	of	ADP
ajeer-3666	53	12	ovx	ovx	PROPN
ajeer-3666	53	13	,	,	PUNCT
ajeer-3666	53	14	as	as	ADP
ajeer-3666	53	15	a	a	DET
ajeer-3666	53	16	measure	measure	NOUN
ajeer-3666	53	17	for	for	ADP
ajeer-3666	53	18	crude	crude	ADJ
ajeer-3666	53	19	oil	oil	NOUN
ajeer-3666	53	20	volatility	volatility	NOUN
ajeer-3666	53	21	,	,	PUNCT
ajeer-3666	53	22	can	can	AUX
ajeer-3666	53	23	be	be	AUX
ajeer-3666	53	24	improved	improve	VERB
ajeer-3666	53	25	by	by	ADP
ajeer-3666	53	26	incorporating	incorporate	VERB
ajeer-3666	53	27	other	other	ADJ
ajeer-3666	53	28	iv	iv	NUM
ajeer-3666	53	29	indicators	indicator	NOUN
ajeer-3666	53	30	and	and	CCONJ
ajeer-3666	53	31	factors	factor	NOUN
ajeer-3666	53	32	of	of	ADP
ajeer-3666	53	33	uncertainty	uncertainty	NOUN
ajeer-3666	53	34	within	within	ADP
ajeer-3666	53	35	a	a	DET
ajeer-3666	53	36	simple	simple	ADJ
ajeer-3666	53	37	methodological	methodological	ADJ
ajeer-3666	53	38	framework	framework	NOUN
ajeer-3666	53	39	.	.	PUNCT
ajeer-3666	54	1	the	the	DET
ajeer-3666	54	2	number	number	NOUN
ajeer-3666	54	3	of	of	ADP
ajeer-3666	54	4	studies	study	NOUN
ajeer-3666	54	5	that	that	PRON
ajeer-3666	54	6	have	have	AUX
ajeer-3666	54	7	aimed	aim	VERB
ajeer-3666	54	8	to	to	PART
ajeer-3666	54	9	produce	produce	VERB
ajeer-3666	54	10	ovx	ovx	PRON
ajeer-3666	54	11	forecasts	forecast	NOUN
ajeer-3666	54	12	is	be	AUX
ajeer-3666	54	13	limited	limit	VERB
ajeer-3666	54	14	,	,	PUNCT
ajeer-3666	54	15	and	and	CCONJ
ajeer-3666	54	16	none	none	NOUN
ajeer-3666	54	17	of	of	ADP
ajeer-3666	54	18	them	they	PRON
ajeer-3666	54	19	has	have	AUX
ajeer-3666	54	20	investigated	investigate	VERB
ajeer-3666	54	21	the	the	DET
ajeer-3666	54	22	predictive	predictive	ADJ
ajeer-3666	54	23	information	information	NOUN
ajeer-3666	54	24	of	of	ADP
ajeer-3666	54	25	all	all	DET
ajeer-3666	54	26	these	these	DET
ajeer-3666	54	27	factors	factor	NOUN
ajeer-3666	54	28	of	of	ADP
ajeer-3666	54	29	uncertainty	uncertainty	NOUN
ajeer-3666	54	30	on	on	ADP
ajeer-3666	54	31	ovx	ovx	PROPN
ajeer-3666	54	32	,	,	PUNCT
ajeer-3666	54	33	which	which	PRON
ajeer-3666	54	34	is	be	AUX
ajeer-3666	54	35	the	the	DET
ajeer-3666	54	36	main	main	ADJ
ajeer-3666	54	37	contribution	contribution	NOUN
ajeer-3666	54	38	of	of	ADP
ajeer-3666	54	39	this	this	DET
ajeer-3666	54	40	paper	paper	NOUN
ajeer-3666	54	41	.	.	PUNCT
ajeer-3666	55	1	in	in	ADP
ajeer-3666	55	2	order	order	NOUN
ajeer-3666	55	3	to	to	PART
ajeer-3666	55	4	evaluate	evaluate	VERB
ajeer-3666	55	5	the	the	DET
ajeer-3666	55	6	ovx	ovx	PROPN
ajeer-3666	55	7	forecasts	forecast	NOUN
ajeer-3666	55	8	,	,	PUNCT
ajeer-3666	55	9	we	we	PRON
ajeer-3666	55	10	implement	implement	VERB
ajeer-3666	55	11	two	two	NUM
ajeer-3666	55	12	statistical	statistical	ADJ
ajeer-3666	55	13	loss	loss	NOUN
ajeer-3666	55	14	functions	function	NOUN
ajeer-3666	55	15	,	,	PUNCT
ajeer-3666	55	16	namely	namely	ADV
ajeer-3666	55	17	the	the	DET
ajeer-3666	55	18	mean	mean	NOUN
ajeer-3666	55	19	squared	square	VERB
ajeer-3666	55	20	predictive	predictive	ADJ
ajeer-3666	55	21	error	error	NOUN
ajeer-3666	55	22	(	(	PUNCT
ajeer-3666	55	23	mspe	mspe	PROPN
ajeer-3666	55	24	)	)	PUNCT
ajeer-3666	55	25	and	and	CCONJ
ajeer-3666	55	26	the	the	DET
ajeer-3666	55	27	mean	mean	ADJ
ajeer-3666	55	28	absolute	absolute	ADJ
ajeer-3666	55	29	error	error	NOUN
ajeer-3666	55	30	(	(	PUNCT
ajeer-3666	55	31	mae	mae	PROPN
ajeer-3666	55	32	)	)	PUNCT
ajeer-3666	55	33	.	.	PUNCT
ajeer-3666	56	1	moreover	moreover	ADV
ajeer-3666	56	2	,	,	PUNCT
ajeer-3666	56	3	to	to	PART
ajeer-3666	56	4	enhance	enhance	VERB
ajeer-3666	56	5	the	the	DET
ajeer-3666	56	6	evaluation	evaluation	NOUN
ajeer-3666	56	7	framework	framework	NOUN
ajeer-3666	56	8	,	,	PUNCT
ajeer-3666	56	9	we	we	PRON
ajeer-3666	56	10	apply	apply	VERB
ajeer-3666	56	11	the	the	DET
ajeer-3666	56	12	model	model	NOUN
ajeer-3666	56	13	confidence	confidence	NOUN
ajeer-3666	56	14	set	set	NOUN
ajeer-3666	56	15	(	(	PUNCT
ajeer-3666	56	16	mcs	mcs	NOUN
ajeer-3666	56	17	)	)	PUNCT
ajeer-3666	56	18	test	test	NOUN
ajeer-3666	56	19	.	.	PUNCT
ajeer-3666	57	1	the	the	DET
ajeer-3666	57	2	results	result	NOUN
ajeer-3666	57	3	reveal	reveal	VERB
ajeer-3666	57	4	that	that	SCONJ
ajeer-3666	57	5	the	the	DET
ajeer-3666	57	6	individual	individual	ADJ
ajeer-3666	57	7	model	model	NOUN
ajeer-3666	57	8	that	that	PRON
ajeer-3666	57	9	incorporates	incorporate	VERB
ajeer-3666	57	10	the	the	DET
ajeer-3666	57	11	epu	epu	PROPN
ajeer-3666	57	12	index	index	NOUN
ajeer-3666	57	13	outperforms	outperform	VERB
ajeer-3666	57	14	the	the	DET
ajeer-3666	57	15	remaining	remain	VERB
ajeer-3666	57	16	models	model	NOUN
ajeer-3666	57	17	in	in	ADP
ajeer-3666	57	18	an	an	DET
ajeer-3666	57	19	out	out	ADJ
ajeer-3666	57	20	-	-	PUNCT
ajeer-3666	57	21	of	of	ADP
ajeer-3666	57	22	-	-	PUNCT
ajeer-3666	57	23	sample	sample	NOUN
ajeer-3666	57	24	investigation	investigation	NOUN
ajeer-3666	57	25	.	.	PUNCT
ajeer-3666	58	1	however	however	ADV
ajeer-3666	58	2	,	,	PUNCT
ajeer-3666	58	3	it	it	PRON
ajeer-3666	58	4	is	be	AUX
ajeer-3666	58	5	noted	note	VERB
ajeer-3666	58	6	that	that	SCONJ
ajeer-3666	58	7	the	the	DET
ajeer-3666	58	8	model	model	NOUN
ajeer-3666	58	9	that	that	PRON
ajeer-3666	58	10	includes	include	VERB
ajeer-3666	58	11	all	all	DET
ajeer-3666	58	12	exogenous	exogenous	ADJ
ajeer-3666	58	13	variables	variable	NOUN
ajeer-3666	58	14	does	do	AUX
ajeer-3666	58	15	not	not	PART
ajeer-3666	58	16	outperform	outperform	VERB
ajeer-3666	58	17	the	the	DET
ajeer-3666	58	18	simple	simple	ADJ
ajeer-3666	58	19	autoregressive	autoregressive	ADJ
ajeer-3666	58	20	distributed	distribute	VERB
ajeer-3666	58	21	lag	lag	NOUN
ajeer-3666	58	22	(	(	PUNCT
ajeer-3666	58	23	adl	adl	NOUN
ajeer-3666	58	24	)	)	PUNCT
ajeer-3666	58	25	model	model	NOUN
ajeer-3666	58	26	when	when	SCONJ
ajeer-3666	58	27	referring	refer	VERB
ajeer-3666	58	28	to	to	ADP
ajeer-3666	58	29	out	out	ADP
ajeer-3666	58	30	-	-	PUNCT
ajeer-3666	58	31	of	of	ADP
ajeer-3666	58	32	-	-	PUNCT
ajeer-3666	58	33	sample	sample	NOUN
ajeer-3666	58	34	results	result	NOUN
ajeer-3666	58	35	compared	compare	VERB
ajeer-3666	58	36	to	to	ADP
ajeer-3666	58	37	its	its	PRON
ajeer-3666	58	38	performance	performance	NOUN
ajeer-3666	58	39	on	on	ADP
ajeer-3666	58	40	the	the	DET
ajeer-3666	58	41	in	in	ADP
ajeer-3666	58	42	-	-	PUNCT
ajeer-3666	58	43	sample	sample	NOUN
ajeer-3666	58	44	analysis	analysis	NOUN
ajeer-3666	58	45	.	.	PUNCT
ajeer-3666	59	1	the	the	DET
ajeer-3666	59	2	remainder	remainder	NOUN
ajeer-3666	59	3	of	of	ADP
ajeer-3666	59	4	the	the	DET
ajeer-3666	59	5	paper	paper	NOUN
ajeer-3666	59	6	is	be	AUX
ajeer-3666	59	7	structured	structure	VERB
ajeer-3666	59	8	as	as	SCONJ
ajeer-3666	59	9	follows	follow	VERB
ajeer-3666	59	10	.	.	PUNCT
ajeer-3666	60	1	in	in	ADP
ajeer-3666	60	2	section	section	NOUN
ajeer-3666	60	3	2	2	NUM
ajeer-3666	60	4	we	we	PRON
ajeer-3666	60	5	provide	provide	VERB
ajeer-3666	60	6	a	a	DET
ajeer-3666	60	7	review	review	NOUN
ajeer-3666	60	8	of	of	ADP
ajeer-3666	60	9	the	the	DET
ajeer-3666	60	10	literature	literature	NOUN
ajeer-3666	60	11	on	on	ADP
ajeer-3666	60	12	the	the	DET
ajeer-3666	60	13	relationship	relationship	NOUN
ajeer-3666	60	14	between	between	ADP
ajeer-3666	60	15	ovx	ovx	PROPN
ajeer-3666	60	16	and	and	CCONJ
ajeer-3666	60	17	the	the	DET
ajeer-3666	60	18	exogenous	exogenous	ADJ
ajeer-3666	60	19	factors	factor	NOUN
ajeer-3666	60	20	representing	represent	VERB
ajeer-3666	60	21	uncertainty	uncertainty	NOUN
ajeer-3666	60	22	.	.	PUNCT
ajeer-3666	61	1	in	in	ADP
ajeer-3666	61	2	section	section	NOUN
ajeer-3666	61	3	3	3	NUM
ajeer-3666	61	4	we	we	PRON
ajeer-3666	61	5	describe	describe	VERB
ajeer-3666	61	6	the	the	DET
ajeer-3666	61	7	data	datum	NOUN
ajeer-3666	61	8	used	use	VERB
ajeer-3666	61	9	in	in	ADP
ajeer-3666	61	10	the	the	DET
ajeer-3666	61	11	study	study	NOUN
ajeer-3666	61	12	.	.	PUNCT
ajeer-3666	62	1	in	in	ADP
ajeer-3666	62	2	section	section	NOUN
ajeer-3666	62	3	4	4	NUM
ajeer-3666	62	4	we	we	PRON
ajeer-3666	62	5	present	present	VERB
ajeer-3666	62	6	the	the	DET
ajeer-3666	62	7	methodological	methodological	ADJ
ajeer-3666	62	8	framework	framework	NOUN
ajeer-3666	62	9	implemented	implement	VERB
ajeer-3666	62	10	and	and	CCONJ
ajeer-3666	62	11	the	the	DET
ajeer-3666	62	12	way	way	NOUN
ajeer-3666	62	13	the	the	DET
ajeer-3666	62	14	ovx	ovx	PROPN
ajeer-3666	62	15	forecasts	forecast	NOUN
ajeer-3666	62	16	are	be	AUX
ajeer-3666	62	17	generated	generate	VERB
ajeer-3666	62	18	.	.	PUNCT
ajeer-3666	63	1	the	the	DET
ajeer-3666	63	2	evaluation	evaluation	NOUN
ajeer-3666	63	3	framework	framework	NOUN
ajeer-3666	63	4	used	use	VERB
ajeer-3666	63	5	for	for	ADP
ajeer-3666	63	6	the	the	DET
ajeer-3666	63	7	obtained	obtain	VERB
ajeer-3666	63	8	forecasts	forecast	NOUN
ajeer-3666	63	9	is	be	AUX
ajeer-3666	63	10	presented	present	VERB
ajeer-3666	63	11	in	in	ADP
ajeer-3666	63	12	section	section	NOUN
ajeer-3666	63	13	5	5	NUM
ajeer-3666	63	14	,	,	PUNCT
ajeer-3666	63	15	while	while	SCONJ
ajeer-3666	63	16	in	in	ADP
ajeer-3666	63	17	section	section	NOUN
ajeer-3666	63	18	6	6	NUM
ajeer-3666	63	19	we	we	PRON
ajeer-3666	63	20	discuss	discuss	VERB
ajeer-3666	63	21	the	the	DET
ajeer-3666	63	22	in	in	ADP
ajeer-3666	63	23	-	-	PUNCT
ajeer-3666	63	24	sample	sample	NOUN
ajeer-3666	63	25	and	and	CCONJ
ajeer-3666	63	26	out	out	ADP
ajeer-3666	63	27	-	-	PUNCT
ajeer-3666	63	28	of	of	ADP
ajeer-3666	63	29	-	-	PUNCT
ajeer-3666	63	30	sample	sample	NOUN
ajeer-3666	63	31	results	result	NOUN
ajeer-3666	63	32	.	.	PUNCT
ajeer-3666	64	1	finally	finally	ADV
ajeer-3666	64	2	,	,	PUNCT
ajeer-3666	64	3	section	section	NOUN
ajeer-3666	64	4	7	7	NUM
ajeer-3666	64	5	concludes	conclude	VERB
ajeer-3666	64	6	the	the	DET
ajeer-3666	64	7	study	study	NOUN
ajeer-3666	64	8	.	.	PUNCT
ajeer-3666	65	1	2	2	X
ajeer-3666	65	2	.	.	X
ajeer-3666	65	3	ovx	ovx	PROPN
ajeer-3666	65	4	and	and	CCONJ
ajeer-3666	65	5	uncertainty	uncertainty	NOUN
ajeer-3666	65	6	2.1	2.1	NUM
ajeer-3666	65	7	.	.	PUNCT
ajeer-3666	66	1	relationship	relationship	NOUN
ajeer-3666	66	2	between	between	ADP
ajeer-3666	66	3	ovx	ovx	PROPN
ajeer-3666	66	4	and	and	CCONJ
ajeer-3666	66	5	other	other	ADJ
ajeer-3666	66	6	iv	iv	NUM
ajeer-3666	66	7	indices	indice	VERB
ajeer-3666	66	8	the	the	DET
ajeer-3666	66	9	relationship	relationship	NOUN
ajeer-3666	66	10	between	between	ADP
ajeer-3666	66	11	the	the	DET
ajeer-3666	66	12	crude	crude	ADJ
ajeer-3666	66	13	oil	oil	NOUN
ajeer-3666	66	14	market	market	NOUN
ajeer-3666	66	15	and	and	CCONJ
ajeer-3666	66	16	other	other	ADJ
ajeer-3666	66	17	markets	market	NOUN
ajeer-3666	66	18	,	,	PUNCT
ajeer-3666	66	19	such	such	ADJ
ajeer-3666	66	20	as	as	ADP
ajeer-3666	66	21	the	the	DET
ajeer-3666	66	22	stock	stock	NOUN
ajeer-3666	66	23	and	and	CCONJ
ajeer-3666	66	24	foreign	foreign	ADJ
ajeer-3666	66	25	exchange	exchange	NOUN
ajeer-3666	66	26	,	,	PUNCT
ajeer-3666	66	27	has	have	AUX
ajeer-3666	66	28	been	be	AUX
ajeer-3666	66	29	thoroughly	thoroughly	ADV
ajeer-3666	66	30	investigated	investigate	VERB
ajeer-3666	66	31	in	in	ADP
ajeer-3666	66	32	recent	recent	ADJ
ajeer-3666	66	33	years	year	NOUN
ajeer-3666	66	34	.	.	PUNCT
ajeer-3666	67	1	several	several	ADJ
ajeer-3666	67	2	papers	paper	NOUN
ajeer-3666	67	3	have	have	AUX
ajeer-3666	67	4	focused	focus	VERB
ajeer-3666	67	5	on	on	ADP
ajeer-3666	67	6	the	the	DET
ajeer-3666	67	7	interconnectedness	interconnectedness	NOUN
ajeer-3666	67	8	between	between	ADP
ajeer-3666	67	9	crude	crude	ADJ
ajeer-3666	67	10	oil	oil	NOUN
ajeer-3666	67	11	and	and	CCONJ
ajeer-3666	67	12	other	other	ADJ
ajeer-3666	67	13	assets	asset	NOUN
ajeer-3666	67	14	,	,	PUNCT
ajeer-3666	67	15	with	with	ADP
ajeer-3666	67	16	the	the	DET
ajeer-3666	67	17	majority	majority	NOUN
ajeer-3666	67	18	of	of	ADP
ajeer-3666	67	19	them	they	PRON
ajeer-3666	67	20	emphasizing	emphasize	VERB
ajeer-3666	67	21	returns	return	NOUN
ajeer-3666	67	22	.	.	PUNCT
ajeer-3666	68	1	for	for	ADP
ajeer-3666	68	2	example	example	NOUN
ajeer-3666	68	3	,	,	PUNCT
ajeer-3666	68	4	filis	filis	NOUN
ajeer-3666	68	5	and	and	CCONJ
ajeer-3666	68	6	chatziantoniou	chatziantoniou	NOUN
ajeer-3666	68	7	(	(	PUNCT
ajeer-3666	68	8	2014	2014	NUM
ajeer-3666	68	9	)	)	PUNCT
ajeer-3666	68	10	concentrated	concentrate	VERB
ajeer-3666	68	11	on	on	ADP
ajeer-3666	68	12	the	the	DET
ajeer-3666	68	13	relationship	relationship	NOUN
ajeer-3666	68	14	between	between	ADP
ajeer-3666	68	15	crude	crude	ADJ
ajeer-3666	68	16	oil	oil	NOUN
ajeer-3666	68	17	returns	return	NOUN
ajeer-3666	68	18	and	and	CCONJ
ajeer-3666	68	19	aggregated	aggregate	VERB
ajeer-3666	68	20	stock	stock	NOUN
ajeer-3666	68	21	market	market	NOUN
ajeer-3666	68	22	indices	index	NOUN
ajeer-3666	68	23	in	in	ADP
ajeer-3666	68	24	a	a	DET
ajeer-3666	68	25	vector	vector	NOUN
ajeer-3666	68	26	autoregression	autoregression	NOUN
ajeer-3666	68	27	(	(	PUNCT
ajeer-3666	68	28	var	var	NOUN
ajeer-3666	68	29	)	)	PUNCT
ajeer-3666	68	30	model	model	NOUN
ajeer-3666	68	31	.	.	PUNCT
ajeer-3666	69	1	moreover	moreover	ADV
ajeer-3666	69	2	,	,	PUNCT
ajeer-3666	69	3	filis	filis	ADJ
ajeer-3666	69	4	,	,	PUNCT
ajeer-3666	69	5	degiannakis	degiannaki	NOUN
ajeer-3666	69	6	,	,	PUNCT
ajeer-3666	69	7	and	and	CCONJ
ajeer-3666	69	8	floros	floro	NOUN
ajeer-3666	69	9	(	(	PUNCT
ajeer-3666	69	10	2011	2011	NUM
ajeer-3666	69	11	)	)	PUNCT
ajeer-3666	69	12	and	and	CCONJ
ajeer-3666	69	13	degiannakis	degiannaki	NOUN
ajeer-3666	69	14	,	,	PUNCT
ajeer-3666	69	15	filis	filis	ADJ
ajeer-3666	69	16	,	,	PUNCT
ajeer-3666	69	17	and	and	CCONJ
ajeer-3666	69	18	floros	floro	NOUN
ajeer-3666	69	19	(	(	PUNCT
ajeer-3666	69	20	2013	2013	NUM
ajeer-3666	69	21	)	)	PUNCT
ajeer-3666	69	22	investigated	investigate	VERB
ajeer-3666	69	23	the	the	DET
ajeer-3666	69	24	time	time	NOUN
ajeer-3666	69	25	-	-	PUNCT
ajeer-3666	69	26	varying	vary	VERB
ajeer-3666	69	27	relationship	relationship	NOUN
ajeer-3666	69	28	between	between	ADP
ajeer-3666	69	29	oil	oil	NOUN
ajeer-3666	69	30	and	and	CCONJ
ajeer-3666	69	31	stock	stock	NOUN
ajeer-3666	69	32	markets	market	NOUN
ajeer-3666	69	33	by	by	ADP
ajeer-3666	69	34	using	use	VERB
ajeer-3666	69	35	multivariate	multivariate	NOUN
ajeer-3666	69	36	garch	garch	NOUN
ajeer-3666	69	37	models	model	NOUN
ajeer-3666	69	38	.	.	PUNCT
ajeer-3666	70	1	however	however	ADV
ajeer-3666	70	2	,	,	PUNCT
ajeer-3666	70	3	because	because	SCONJ
ajeer-3666	70	4	the	the	DET
ajeer-3666	70	5	volatility	volatility	NOUN
ajeer-3666	70	6	of	of	ADP
ajeer-3666	70	7	crude	crude	ADJ
ajeer-3666	70	8	oil	oil	NOUN
ajeer-3666	70	9	prices	price	NOUN
ajeer-3666	70	10	is	be	AUX
ajeer-3666	70	11	considered	consider	VERB
ajeer-3666	70	12	important	important	ADJ
ajeer-3666	70	13	to	to	ADP
ajeer-3666	70	14	oil	oil	NOUN
ajeer-3666	70	15	investors	investor	NOUN
ajeer-3666	70	16	and	and	CCONJ
ajeer-3666	70	17	policy	policy	NOUN
ajeer-3666	70	18	makers	maker	NOUN
ajeer-3666	70	19	,	,	PUNCT
ajeer-3666	70	20	researchers	researcher	NOUN
ajeer-3666	70	21	have	have	AUX
ajeer-3666	70	22	studied	study	VERB
ajeer-3666	70	23	the	the	DET
ajeer-3666	70	24	relationship	relationship	NOUN
ajeer-3666	70	25	between	between	ADP
ajeer-3666	70	26	these	these	DET
ajeer-3666	70	27	markets	market	NOUN
ajeer-3666	70	28	at	at	ADP
ajeer-3666	70	29	a	a	DET
ajeer-3666	70	30	volatility	volatility	NOUN
ajeer-3666	70	31	level	level	NOUN
ajeer-3666	70	32	.	.	PUNCT
ajeer-3666	71	1	liu	liu	PROPN
ajeer-3666	71	2	,	,	PUNCT
ajeer-3666	71	3	ji	ji	PROPN
ajeer-3666	71	4	,	,	PUNCT
ajeer-3666	71	5	and	and	CCONJ
ajeer-3666	71	6	fan	fan	NOUN
ajeer-3666	71	7	(	(	PUNCT
ajeer-3666	71	8	2013	2013	NUM
ajeer-3666	71	9	)	)	PUNCT
ajeer-3666	71	10	focused	focus	VERB
ajeer-3666	71	11	on	on	ADP
ajeer-3666	71	12	the	the	DET
ajeer-3666	71	13	relationship	relationship	NOUN
ajeer-3666	71	14	between	between	ADP
ajeer-3666	71	15	ovx	ovx	PROPN
ajeer-3666	71	16	and	and	CCONJ
ajeer-3666	71	17	other	other	ADJ
ajeer-3666	71	18	iv	iv	NUM
ajeer-3666	71	19	indices	index	NOUN
ajeer-3666	71	20	and	and	CCONJ
ajeer-3666	71	21	concluded	conclude	VERB
ajeer-3666	71	22	that	that	SCONJ
ajeer-3666	71	23	there	there	PRON
ajeer-3666	71	24	is	be	VERB
ajeer-3666	71	25	transmission	transmission	NOUN
ajeer-3666	71	26	from	from	ADP
ajeer-3666	71	27	the	the	DET
ajeer-3666	71	28	stock	stock	NOUN
ajeer-3666	71	29	market	market	NOUN
ajeer-3666	71	30	to	to	ADP
ajeer-3666	71	31	the	the	DET
ajeer-3666	71	32	crude	crude	ADJ
ajeer-3666	71	33	oil	oil	NOUN
ajeer-3666	71	34	market	market	NOUN
ajeer-3666	71	35	,	,	PUNCT
ajeer-3666	71	36	which	which	PRON
ajeer-3666	71	37	they	they	PRON
ajeer-3666	71	38	characterize	characterize	VERB
ajeer-3666	71	39	as	as	ADP
ajeer-3666	71	40	short	short	ADV
ajeer-3666	71	41	-	-	PUNCT
ajeer-3666	71	42	lived	live	VERB
ajeer-3666	71	43	.	.	PUNCT
ajeer-3666	72	1	however	however	ADV
ajeer-3666	72	2	,	,	PUNCT
ajeer-3666	72	3	the	the	DET
ajeer-3666	72	4	methodological	methodological	ADJ
ajeer-3666	72	5	framework	framework	NOUN
ajeer-3666	72	6	of	of	ADP
ajeer-3666	72	7	this	this	DET
ajeer-3666	72	8	study	study	NOUN
ajeer-3666	72	9	was	be	AUX
ajeer-3666	72	10	limited	limit	VERB
ajeer-3666	72	11	to	to	ADP
ajeer-3666	72	12	in	in	ADP
ajeer-3666	72	13	-	-	PUNCT
ajeer-3666	72	14	sample	sample	NOUN
ajeer-3666	72	15	analysis	analysis	NOUN
ajeer-3666	72	16	.	.	PUNCT
ajeer-3666	73	1	in	in	ADP
ajeer-3666	73	2	an	an	DET
ajeer-3666	73	3	out	out	ADJ
ajeer-3666	73	4	-	-	PUNCT
ajeer-3666	73	5	of	of	ADP
ajeer-3666	73	6	-	-	PUNCT
ajeer-3666	73	7	sample	sample	NOUN
ajeer-3666	73	8	investigation	investigation	NOUN
ajeer-3666	73	9	,	,	PUNCT
ajeer-3666	73	10	chatziantoniou	chatziantoniou	NOUN
ajeer-3666	73	11	,	,	PUNCT
ajeer-3666	73	12	degiannakis	degiannaki	NOUN
ajeer-3666	73	13	,	,	PUNCT
ajeer-3666	73	14	delis	deli	NOUN
ajeer-3666	73	15	,	,	PUNCT
ajeer-3666	73	16	and	and	CCONJ
ajeer-3666	73	17	filis	filis	PROPN
ajeer-3666	73	18	(	(	PUNCT
ajeer-3666	73	19	2021	2021	NUM
ajeer-3666	73	20	)	)	PUNCT
ajeer-3666	73	21	considered	consider	VERB
ajeer-3666	73	22	spillovers	spillover	NOUN
ajeer-3666	73	23	between	between	ADP
ajeer-3666	73	24	ovx	ovx	PROPN
ajeer-3666	73	25	and	and	CCONJ
ajeer-3666	73	26	other	other	ADJ
ajeer-3666	73	27	uncertainty	uncertainty	NOUN
ajeer-3666	73	28	indicators	indicator	NOUN
ajeer-3666	73	29	,	,	PUNCT
ajeer-3666	73	30	such	such	ADJ
ajeer-3666	73	31	as	as	ADP
ajeer-3666	73	32	the	the	DET
ajeer-3666	73	33	vix	vix	NOUN
ajeer-3666	73	34	,	,	PUNCT
ajeer-3666	73	35	and	and	CCONJ
ajeer-3666	73	36	found	find	VERB
ajeer-3666	73	37	that	that	SCONJ
ajeer-3666	73	38	spillovers	spillover	NOUN
ajeer-3666	73	39	do	do	AUX
ajeer-3666	73	40	not	not	PART
ajeer-3666	73	41	contain	contain	VERB
ajeer-3666	73	42	significant	significant	ADJ
ajeer-3666	73	43	predictive	predictive	ADJ
ajeer-3666	73	44	information	information	NOUN
ajeer-3666	73	45	,	,	PUNCT
ajeer-3666	73	46	which	which	PRON
ajeer-3666	73	47	is	be	AUX
ajeer-3666	73	48	something	something	PRON
ajeer-3666	73	49	that	that	PRON
ajeer-3666	73	50	the	the	DET
ajeer-3666	73	51	current	current	ADJ
ajeer-3666	73	52	paper	paper	NOUN
ajeer-3666	73	53	studies	study	NOUN
ajeer-3666	73	54	1	1	NUM
ajeer-3666	73	55	for	for	ADP
ajeer-3666	73	56	further	further	ADJ
ajeer-3666	73	57	details	detail	NOUN
ajeer-3666	73	58	,	,	PUNCT
ajeer-3666	73	59	see	see	VERB
ajeer-3666	73	60	:	:	PUNCT
ajeer-3666	74	1	https://cdn.cboe.com/api/global/us_indices/governance/vix_methodology.pdf	https://cdn.cboe.com/api/global/us_indices/governance/vix_methodology.pdf	PROPN
ajeer-3666	74	2	.	.	X
ajeer-3666	74	3	2	2	NUM
ajeer-3666	74	4	for	for	ADP
ajeer-3666	74	5	example	example	NOUN
ajeer-3666	74	6	,	,	PUNCT
ajeer-3666	74	7	see	see	VERB
ajeer-3666	74	8	degiannakis	degiannaki	NOUN
ajeer-3666	74	9	(	(	PUNCT
ajeer-3666	74	10	2008	2008	NUM
ajeer-3666	74	11	)	)	PUNCT
ajeer-3666	74	12	and	and	CCONJ
ajeer-3666	74	13	fernandes	fernande	NOUN
ajeer-3666	74	14	,	,	PUNCT
ajeer-3666	74	15	medeiros	medeiros	PROPN
ajeer-3666	74	16	,	,	PUNCT
ajeer-3666	74	17	and	and	CCONJ
ajeer-3666	74	18	scharth	scharth	ADV
ajeer-3666	74	19	(	(	PUNCT
ajeer-3666	74	20	2014	2014	NUM
ajeer-3666	74	21	)	)	PUNCT
ajeer-3666	74	22	.	.	PUNCT
ajeer-3666	75	1	asian	asian	ADJ
ajeer-3666	75	2	journal	journal	PROPN
ajeer-3666	75	3	of	of	ADP
ajeer-3666	75	4	economics	economic	NOUN
ajeer-3666	75	5	and	and	CCONJ
ajeer-3666	75	6	empirical	empirical	ADJ
ajeer-3666	75	7	research	research	NOUN
ajeer-3666	75	8	,	,	PUNCT
ajeer-3666	75	9	2022	2022	NUM
ajeer-3666	75	10	,	,	PUNCT
ajeer-3666	75	11	9(1	9(1	NUM
ajeer-3666	75	12	):	):	PUNCT
ajeer-3666	75	13	13	13	NUM
ajeer-3666	75	14	-	-	SYM
ajeer-3666	75	15	20	20	NUM
ajeer-3666	75	16	15	15	NUM
ajeer-3666	75	17	©	©	PROPN
ajeer-3666	75	18	2022	2022	NUM
ajeer-3666	75	19	by	by	ADP
ajeer-3666	75	20	the	the	DET
ajeer-3666	75	21	authors	author	NOUN
ajeer-3666	75	22	;	;	PUNCT
ajeer-3666	75	23	licensee	licensee	PROPN
ajeer-3666	75	24	asian	asian	ADJ
ajeer-3666	75	25	online	online	PROPN
ajeer-3666	75	26	journal	journal	PROPN
ajeer-3666	75	27	publishing	publishing	NOUN
ajeer-3666	75	28	group	group	NOUN
ajeer-3666	75	29	in	in	ADP
ajeer-3666	75	30	depth	depth	NOUN
ajeer-3666	75	31	.	.	PUNCT
ajeer-3666	76	1	more	more	ADV
ajeer-3666	76	2	specifically	specifically	ADV
ajeer-3666	76	3	,	,	PUNCT
ajeer-3666	76	4	we	we	PRON
ajeer-3666	76	5	generate	generate	VERB
ajeer-3666	76	6	out	out	ADV
ajeer-3666	76	7	-	-	PUNCT
ajeer-3666	76	8	of	of	ADP
ajeer-3666	76	9	-	-	PUNCT
ajeer-3666	76	10	sample	sample	NOUN
ajeer-3666	76	11	forecasts	forecast	NOUN
ajeer-3666	76	12	of	of	ADP
ajeer-3666	76	13	ovx	ovx	NOUN
ajeer-3666	76	14	by	by	ADP
ajeer-3666	76	15	incorporating	incorporate	VERB
ajeer-3666	76	16	three	three	NUM
ajeer-3666	76	17	core	core	NOUN
ajeer-3666	76	18	iv	iv	NUM
ajeer-3666	76	19	indices	index	NOUN
ajeer-3666	76	20	,	,	PUNCT
ajeer-3666	76	21	namely	namely	ADV
ajeer-3666	76	22	the	the	DET
ajeer-3666	76	23	vix	vix	NOUN
ajeer-3666	76	24	,	,	PUNCT
ajeer-3666	76	25	the	the	DET
ajeer-3666	76	26	cboe	cboe	PROPN
ajeer-3666	76	27	gold	gold	PROPN
ajeer-3666	76	28	etf	etf	PROPN
ajeer-3666	76	29	volatility	volatility	NOUN
ajeer-3666	76	30	index	index	NOUN
ajeer-3666	76	31	(	(	PUNCT
ajeer-3666	76	32	gvz	gvz	PROPN
ajeer-3666	76	33	)	)	PUNCT
ajeer-3666	76	34	and	and	CCONJ
ajeer-3666	76	35	the	the	DET
ajeer-3666	76	36	cboe	cboe	PROPN
ajeer-3666	76	37	/	/	SYM
ajeer-3666	76	38	cbot	cbot	PROPN
ajeer-3666	76	39	10	10	NUM
ajeer-3666	76	40	-	-	PUNCT
ajeer-3666	76	41	year	year	NOUN
ajeer-3666	76	42	u.s	u.s	PROPN
ajeer-3666	76	43	.	.	PROPN
ajeer-3666	76	44	treasury	treasury	PROPN
ajeer-3666	76	45	note	note	NOUN
ajeer-3666	76	46	volatility	volatility	NOUN
ajeer-3666	76	47	(	(	PUNCT
ajeer-3666	76	48	tyvix	tyvix	NOUN
ajeer-3666	76	49	)	)	PUNCT
ajeer-3666	76	50	.	.	PUNCT
ajeer-3666	77	1	2.2	2.2	NUM
ajeer-3666	77	2	.	.	PUNCT
ajeer-3666	77	3	relationship	relationship	NOUN
ajeer-3666	77	4	between	between	ADP
ajeer-3666	77	5	ovx	ovx	PROPN
ajeer-3666	77	6	and	and	CCONJ
ajeer-3666	77	7	other	other	ADJ
ajeer-3666	77	8	uncertainty	uncertainty	NOUN
ajeer-3666	77	9	factors	factor	NOUN
ajeer-3666	77	10	aside	aside	ADV
ajeer-3666	77	11	from	from	ADP
ajeer-3666	77	12	the	the	DET
ajeer-3666	77	13	studies	study	NOUN
ajeer-3666	77	14	that	that	PRON
ajeer-3666	77	15	examine	examine	VERB
ajeer-3666	77	16	the	the	DET
ajeer-3666	77	17	relationship	relationship	NOUN
ajeer-3666	77	18	between	between	ADP
ajeer-3666	77	19	ovx	ovx	PROPN
ajeer-3666	77	20	and	and	CCONJ
ajeer-3666	77	21	other	other	ADJ
ajeer-3666	77	22	iv	iv	NUM
ajeer-3666	77	23	indices	index	NOUN
ajeer-3666	77	24	,	,	PUNCT
ajeer-3666	77	25	a	a	DET
ajeer-3666	77	26	limited	limited	ADJ
ajeer-3666	77	27	number	number	NOUN
ajeer-3666	77	28	of	of	ADP
ajeer-3666	77	29	papers	paper	NOUN
ajeer-3666	77	30	has	have	AUX
ajeer-3666	77	31	focused	focus	VERB
ajeer-3666	77	32	on	on	ADP
ajeer-3666	77	33	the	the	DET
ajeer-3666	77	34	relationship	relationship	NOUN
ajeer-3666	77	35	between	between	ADP
ajeer-3666	77	36	ovx	ovx	PROPN
ajeer-3666	77	37	and	and	CCONJ
ajeer-3666	77	38	certain	certain	ADJ
ajeer-3666	77	39	indicators	indicator	NOUN
ajeer-3666	77	40	of	of	ADP
ajeer-3666	77	41	uncertainty	uncertainty	NOUN
ajeer-3666	77	42	,	,	PUNCT
ajeer-3666	77	43	such	such	ADJ
ajeer-3666	77	44	as	as	ADP
ajeer-3666	77	45	that	that	PRON
ajeer-3666	77	46	of	of	ADP
ajeer-3666	77	47	chatziantoniou	chatziantoniou	NOUN
ajeer-3666	77	48	et	et	PROPN
ajeer-3666	77	49	al	al	PROPN
ajeer-3666	77	50	.	.	PROPN
ajeer-3666	77	51	(	(	PUNCT
ajeer-3666	77	52	2021	2021	NUM
ajeer-3666	77	53	)	)	PUNCT
ajeer-3666	77	54	.	.	PUNCT
ajeer-3666	78	1	in	in	ADP
ajeer-3666	78	2	their	their	PRON
ajeer-3666	78	3	study	study	NOUN
ajeer-3666	78	4	,	,	PUNCT
ajeer-3666	78	5	indicators	indicator	NOUN
ajeer-3666	78	6	such	such	ADJ
ajeer-3666	78	7	as	as	ADP
ajeer-3666	78	8	the	the	DET
ajeer-3666	78	9	economic	economic	ADJ
ajeer-3666	78	10	policy	policy	NOUN
ajeer-3666	78	11	uncertainty	uncertainty	NOUN
ajeer-3666	78	12	index	index	NOUN
ajeer-3666	78	13	,	,	PUNCT
ajeer-3666	78	14	the	the	DET
ajeer-3666	78	15	partisan	partisan	ADJ
ajeer-3666	78	16	conflict	conflict	NOUN
ajeer-3666	78	17	index	index	NOUN
ajeer-3666	78	18	and	and	CCONJ
ajeer-3666	78	19	the	the	DET
ajeer-3666	78	20	geopolitical	geopolitical	ADJ
ajeer-3666	78	21	risk	risk	NOUN
ajeer-3666	78	22	index	index	NOUN
ajeer-3666	78	23	were	be	AUX
ajeer-3666	78	24	examined	examine	VERB
ajeer-3666	78	25	for	for	ADP
ajeer-3666	78	26	their	their	PRON
ajeer-3666	78	27	predictive	predictive	ADJ
ajeer-3666	78	28	power	power	NOUN
ajeer-3666	78	29	when	when	SCONJ
ajeer-3666	78	30	using	use	VERB
ajeer-3666	78	31	their	their	PRON
ajeer-3666	78	32	spillovers	spillover	NOUN
ajeer-3666	78	33	with	with	ADP
ajeer-3666	78	34	the	the	DET
ajeer-3666	78	35	ovx	ovx	PROPN
ajeer-3666	78	36	.	.	PUNCT
ajeer-3666	79	1	moreover	moreover	ADV
ajeer-3666	79	2	,	,	PUNCT
ajeer-3666	79	3	dutta	dutta	PROPN
ajeer-3666	79	4	,	,	PUNCT
ajeer-3666	79	5	bouri	bouri	PROPN
ajeer-3666	79	6	,	,	PUNCT
ajeer-3666	79	7	and	and	CCONJ
ajeer-3666	79	8	saeed	saeed	PROPN
ajeer-3666	79	9	(	(	PUNCT
ajeer-3666	79	10	2021	2021	NUM
ajeer-3666	79	11	)	)	PUNCT
ajeer-3666	79	12	investigated	investigate	VERB
ajeer-3666	79	13	the	the	DET
ajeer-3666	79	14	impact	impact	NOUN
ajeer-3666	79	15	of	of	ADP
ajeer-3666	79	16	news	news	NOUN
ajeer-3666	79	17	-	-	PUNCT
ajeer-3666	79	18	based	base	VERB
ajeer-3666	79	19	equity	equity	NOUN
ajeer-3666	79	20	market	market	NOUN
ajeer-3666	79	21	volatility	volatility	NOUN
ajeer-3666	79	22	trackers	tracker	NOUN
ajeer-3666	79	23	on	on	ADP
ajeer-3666	79	24	crude	crude	ADJ
ajeer-3666	79	25	oil	oil	NOUN
ajeer-3666	79	26	volatility	volatility	NOUN
ajeer-3666	79	27	.	.	PUNCT
ajeer-3666	80	1	they	they	PRON
ajeer-3666	80	2	found	find	VERB
ajeer-3666	80	3	that	that	SCONJ
ajeer-3666	80	4	several	several	ADJ
ajeer-3666	80	5	trackers	tracker	NOUN
ajeer-3666	80	6	provide	provide	VERB
ajeer-3666	80	7	better	well	ADJ
ajeer-3666	80	8	forecasting	forecasting	NOUN
ajeer-3666	80	9	power	power	NOUN
ajeer-3666	80	10	than	than	ADP
ajeer-3666	80	11	the	the	DET
ajeer-3666	80	12	vix	vix	NOUN
ajeer-3666	80	13	,	,	PUNCT
ajeer-3666	80	14	epu	epu	PROPN
ajeer-3666	80	15	and	and	CCONJ
ajeer-3666	80	16	gpr	gpr	PROPN
ajeer-3666	80	17	indices	index	NOUN
ajeer-3666	80	18	.	.	PUNCT
ajeer-3666	81	1	3	3	X
ajeer-3666	81	2	.	.	X
ajeer-3666	81	3	data	datum	NOUN
ajeer-3666	81	4	description	description	NOUN
ajeer-3666	81	5	the	the	DET
ajeer-3666	81	6	target	target	NOUN
ajeer-3666	81	7	variable	variable	NOUN
ajeer-3666	81	8	of	of	ADP
ajeer-3666	81	9	this	this	DET
ajeer-3666	81	10	study	study	NOUN
ajeer-3666	81	11	is	be	AUX
ajeer-3666	81	12	the	the	DET
ajeer-3666	81	13	iv	iv	NOUN
ajeer-3666	81	14	of	of	ADP
ajeer-3666	81	15	crude	crude	ADJ
ajeer-3666	81	16	oil	oil	NOUN
ajeer-3666	81	17	,	,	PUNCT
ajeer-3666	81	18	namely	namely	ADV
ajeer-3666	81	19	the	the	DET
ajeer-3666	81	20	ovx	ovx	PROPN
ajeer-3666	81	21	.	.	PUNCT
ajeer-3666	82	1	cboe	cboe	PROPN
ajeer-3666	82	2	constructed	construct	VERB
ajeer-3666	82	3	the	the	DET
ajeer-3666	82	4	ovx	ovx	PROPN
ajeer-3666	82	5	time	time	NOUN
ajeer-3666	82	6	series	series	PROPN
ajeer-3666	82	7	using	use	VERB
ajeer-3666	82	8	the	the	DET
ajeer-3666	82	9	same	same	ADJ
ajeer-3666	82	10	methodology	methodology	NOUN
ajeer-3666	82	11	that	that	PRON
ajeer-3666	82	12	produced	produce	VERB
ajeer-3666	82	13	the	the	DET
ajeer-3666	82	14	other	other	ADJ
ajeer-3666	82	15	iv	iv	NUM
ajeer-3666	82	16	time	time	NOUN
ajeer-3666	82	17	series	series	NOUN
ajeer-3666	82	18	.	.	PUNCT
ajeer-3666	83	1	according	accord	VERB
ajeer-3666	83	2	to	to	ADP
ajeer-3666	83	3	this	this	DET
ajeer-3666	83	4	methodology	methodology	NOUN
ajeer-3666	83	5	,	,	PUNCT
ajeer-3666	83	6	in	in	ADP
ajeer-3666	83	7	the	the	DET
ajeer-3666	83	8	case	case	NOUN
ajeer-3666	83	9	of	of	ADP
ajeer-3666	83	10	vix	vix	PROPN
ajeer-3666	83	11	,	,	PUNCT
ajeer-3666	83	12	the	the	DET
ajeer-3666	83	13	index	index	NOUN
ajeer-3666	83	14	is	be	AUX
ajeer-3666	83	15	calculated	calculate	VERB
ajeer-3666	83	16	using	use	VERB
ajeer-3666	83	17	the	the	DET
ajeer-3666	83	18	midpoint	midpoint	NOUN
ajeer-3666	83	19	of	of	ADP
ajeer-3666	83	20	real	real	ADJ
ajeer-3666	83	21	-	-	PUNCT
ajeer-3666	83	22	time	time	NOUN
ajeer-3666	83	23	s&p	s&p	PROPN
ajeer-3666	83	24	500	500	NUM
ajeer-3666	83	25	index	index	NOUN
ajeer-3666	83	26	(	(	PUNCT
ajeer-3666	83	27	spx	spx	NOUN
ajeer-3666	83	28	)	)	PUNCT
ajeer-3666	83	29	option	option	NOUN
ajeer-3666	83	30	bid	bid	NOUN
ajeer-3666	83	31	/	/	SYM
ajeer-3666	83	32	ask	ask	NOUN
ajeer-3666	83	33	quotes	quote	NOUN
ajeer-3666	83	34	.	.	PUNCT
ajeer-3666	84	1	more	more	ADV
ajeer-3666	84	2	specifically	specifically	ADV
ajeer-3666	84	3	,	,	PUNCT
ajeer-3666	84	4	according	accord	VERB
ajeer-3666	84	5	to	to	ADP
ajeer-3666	84	6	cboe	cboe	PROPN
ajeer-3666	84	7	,	,	PUNCT
ajeer-3666	84	8	the	the	DET
ajeer-3666	84	9	vix	vix	PROPN
ajeer-3666	84	10	index	index	NOUN
ajeer-3666	84	11	provides	provide	VERB
ajeer-3666	84	12	a	a	DET
ajeer-3666	84	13	measure	measure	NOUN
ajeer-3666	84	14	of	of	ADP
ajeer-3666	84	15	how	how	SCONJ
ajeer-3666	84	16	much	much	ADJ
ajeer-3666	84	17	the	the	DET
ajeer-3666	84	18	market	market	NOUN
ajeer-3666	84	19	expects	expect	VERB
ajeer-3666	84	20	the	the	DET
ajeer-3666	84	21	s&p	s&p	PROPN
ajeer-3666	84	22	500	500	NUM
ajeer-3666	84	23	index	index	NOUN
ajeer-3666	84	24	to	to	PART
ajeer-3666	84	25	fluctuate	fluctuate	VERB
ajeer-3666	84	26	in	in	ADP
ajeer-3666	84	27	the	the	DET
ajeer-3666	84	28	30	30	NUM
ajeer-3666	84	29	days	day	NOUN
ajeer-3666	84	30	from	from	ADP
ajeer-3666	84	31	the	the	DET
ajeer-3666	84	32	time	time	NOUN
ajeer-3666	84	33	of	of	ADP
ajeer-3666	84	34	each	each	DET
ajeer-3666	84	35	tick	tick	NOUN
ajeer-3666	84	36	of	of	ADP
ajeer-3666	84	37	the	the	DET
ajeer-3666	84	38	vix	vix	PROPN
ajeer-3666	84	39	index	index	NOUN
ajeer-3666	84	40	.	.	PUNCT
ajeer-3666	85	1	the	the	DET
ajeer-3666	85	2	examined	examine	VERB
ajeer-3666	85	3	determinants	determinant	NOUN
ajeer-3666	85	4	of	of	ADP
ajeer-3666	85	5	ovx	ovx	PROPN
ajeer-3666	85	6	that	that	PRON
ajeer-3666	85	7	are	be	AUX
ajeer-3666	85	8	included	include	VERB
ajeer-3666	85	9	in	in	ADP
ajeer-3666	85	10	the	the	DET
ajeer-3666	85	11	modelling	modelling	NOUN
ajeer-3666	85	12	framework	framework	NOUN
ajeer-3666	85	13	are	be	AUX
ajeer-3666	85	14	the	the	DET
ajeer-3666	85	15	following	follow	VERB
ajeer-3666	85	16	iv	iv	NUM
ajeer-3666	85	17	indices	index	NOUN
ajeer-3666	85	18	:	:	PUNCT
ajeer-3666	85	19	vix	vix	NOUN
ajeer-3666	85	20	,	,	PUNCT
ajeer-3666	85	21	gvz	gvz	NOUN
ajeer-3666	85	22	and	and	CCONJ
ajeer-3666	85	23	tyvix	tyvix	NOUN
ajeer-3666	85	24	.	.	PUNCT
ajeer-3666	86	1	the	the	DET
ajeer-3666	86	2	vix	vix	PROPN
ajeer-3666	86	3	index	index	NOUN
ajeer-3666	86	4	,	,	PUNCT
ajeer-3666	86	5	as	as	SCONJ
ajeer-3666	86	6	mentioned	mention	VERB
ajeer-3666	86	7	above	above	ADV
ajeer-3666	86	8	,	,	PUNCT
ajeer-3666	86	9	is	be	AUX
ajeer-3666	86	10	a	a	DET
ajeer-3666	86	11	calculation	calculation	NOUN
ajeer-3666	86	12	designed	design	VERB
ajeer-3666	86	13	to	to	PART
ajeer-3666	86	14	produce	produce	VERB
ajeer-3666	86	15	a	a	DET
ajeer-3666	86	16	measure	measure	NOUN
ajeer-3666	86	17	of	of	ADP
ajeer-3666	86	18	constant	constant	ADJ
ajeer-3666	86	19	,	,	PUNCT
ajeer-3666	86	20	30	30	NUM
ajeer-3666	86	21	-	-	PUNCT
ajeer-3666	86	22	day	day	NOUN
ajeer-3666	86	23	expected	expect	VERB
ajeer-3666	86	24	volatility	volatility	NOUN
ajeer-3666	86	25	of	of	ADP
ajeer-3666	86	26	the	the	DET
ajeer-3666	86	27	u.s	u.s	PROPN
ajeer-3666	86	28	.	.	PROPN
ajeer-3666	86	29	stock	stock	NOUN
ajeer-3666	86	30	market	market	NOUN
ajeer-3666	86	31	.	.	PUNCT
ajeer-3666	87	1	the	the	DET
ajeer-3666	87	2	gvz	gvz	PROPN
ajeer-3666	87	3	is	be	AUX
ajeer-3666	87	4	an	an	DET
ajeer-3666	87	5	estimate	estimate	NOUN
ajeer-3666	87	6	of	of	ADP
ajeer-3666	87	7	the	the	DET
ajeer-3666	87	8	expected	expect	VERB
ajeer-3666	87	9	30	30	NUM
ajeer-3666	87	10	-	-	PUNCT
ajeer-3666	87	11	day	day	NOUN
ajeer-3666	87	12	volatility	volatility	NOUN
ajeer-3666	87	13	of	of	ADP
ajeer-3666	87	14	returns	return	NOUN
ajeer-3666	87	15	on	on	ADP
ajeer-3666	87	16	the	the	DET
ajeer-3666	87	17	spdr	spdr	NOUN
ajeer-3666	87	18	gold	gold	NOUN
ajeer-3666	87	19	shares	share	NOUN
ajeer-3666	87	20	etf	etf	NOUN
ajeer-3666	87	21	and	and	CCONJ
ajeer-3666	87	22	the	the	DET
ajeer-3666	87	23	tyvix	tyvix	NOUN
ajeer-3666	87	24	is	be	AUX
ajeer-3666	87	25	the	the	DET
ajeer-3666	87	26	implied	imply	VERB
ajeer-3666	87	27	volatility	volatility	NOUN
ajeer-3666	87	28	index	index	NOUN
ajeer-3666	87	29	representing	represent	VERB
ajeer-3666	87	30	the	the	DET
ajeer-3666	87	31	macroeconomic	macroeconomic	ADJ
ajeer-3666	87	32	conditions	condition	NOUN
ajeer-3666	87	33	.	.	PUNCT
ajeer-3666	88	1	we	we	PRON
ajeer-3666	88	2	use	use	VERB
ajeer-3666	88	3	daily	daily	ADJ
ajeer-3666	88	4	data	datum	NOUN
ajeer-3666	88	5	from	from	ADP
ajeer-3666	88	6	the	the	DET
ajeer-3666	88	7	18th	18th	NOUN
ajeer-3666	88	8	of	of	ADP
ajeer-3666	88	9	september	september	PROPN
ajeer-3666	88	10	2009	2009	NUM
ajeer-3666	88	11	up	up	ADP
ajeer-3666	88	12	to	to	ADP
ajeer-3666	88	13	the	the	DET
ajeer-3666	88	14	1st	1st	NOUN
ajeer-3666	88	15	of	of	ADP
ajeer-3666	88	16	october	october	PROPN
ajeer-3666	88	17	2019	2019	NUM
ajeer-3666	88	18	for	for	ADP
ajeer-3666	88	19	the	the	DET
ajeer-3666	88	20	four	four	NUM
ajeer-3666	88	21	iv	iv	NOUN
ajeer-3666	88	22	indices	index	NOUN
ajeer-3666	88	23	(	(	PUNCT
ajeer-3666	88	24	i.e.	i.e.	X
ajeer-3666	88	25	2523	2523	NUM
ajeer-3666	88	26	observations	observation	NOUN
ajeer-3666	88	27	)	)	PUNCT
ajeer-3666	88	28	.	.	PUNCT
ajeer-3666	89	1	all	all	PRON
ajeer-3666	89	2	are	be	AUX
ajeer-3666	89	3	extracted	extract	VERB
ajeer-3666	89	4	from	from	ADP
ajeer-3666	89	5	the	the	DET
ajeer-3666	89	6	cboe	cboe	PROPN
ajeer-3666	89	7	website	website	NOUN
ajeer-3666	89	8	.	.	PUNCT
ajeer-3666	90	1	regarding	regard	VERB
ajeer-3666	90	2	the	the	DET
ajeer-3666	90	3	other	other	ADJ
ajeer-3666	90	4	factors	factor	NOUN
ajeer-3666	90	5	of	of	ADP
ajeer-3666	90	6	uncertainty	uncertainty	NOUN
ajeer-3666	90	7	that	that	PRON
ajeer-3666	90	8	are	be	AUX
ajeer-3666	90	9	examined	examine	VERB
ajeer-3666	90	10	for	for	ADP
ajeer-3666	90	11	their	their	PRON
ajeer-3666	90	12	predictive	predictive	ADJ
ajeer-3666	90	13	information	information	NOUN
ajeer-3666	90	14	on	on	ADP
ajeer-3666	90	15	ovx	ovx	PROPN
ajeer-3666	90	16	,	,	PUNCT
ajeer-3666	90	17	we	we	PRON
ajeer-3666	90	18	use	use	VERB
ajeer-3666	90	19	daily	daily	ADJ
ajeer-3666	90	20	data	datum	NOUN
ajeer-3666	90	21	for	for	ADP
ajeer-3666	90	22	the	the	DET
ajeer-3666	90	23	same	same	ADJ
ajeer-3666	90	24	period	period	NOUN
ajeer-3666	90	25	defined	define	VERB
ajeer-3666	90	26	in	in	ADP
ajeer-3666	90	27	the	the	DET
ajeer-3666	90	28	previous	previous	ADJ
ajeer-3666	90	29	paragraph	paragraph	NOUN
ajeer-3666	90	30	.	.	PUNCT
ajeer-3666	91	1	the	the	DET
ajeer-3666	91	2	u.s	u.s	PROPN
ajeer-3666	91	3	.	.	PROPN
ajeer-3666	91	4	economic	economic	ADJ
ajeer-3666	91	5	policy	policy	NOUN
ajeer-3666	91	6	uncertainty	uncertainty	NOUN
ajeer-3666	91	7	index	index	NOUN
ajeer-3666	91	8	is	be	AUX
ajeer-3666	91	9	based	base	VERB
ajeer-3666	91	10	on	on	ADP
ajeer-3666	91	11	newspaper	newspaper	NOUN
ajeer-3666	91	12	archives	archive	NOUN
ajeer-3666	91	13	that	that	PRON
ajeer-3666	91	14	contain	contain	VERB
ajeer-3666	91	15	thousands	thousand	NOUN
ajeer-3666	91	16	of	of	ADP
ajeer-3666	91	17	newspapers	newspaper	NOUN
ajeer-3666	91	18	and	and	CCONJ
ajeer-3666	91	19	other	other	ADJ
ajeer-3666	91	20	news	news	NOUN
ajeer-3666	91	21	sources	source	NOUN
ajeer-3666	91	22	.	.	PUNCT
ajeer-3666	92	1	more	more	ADV
ajeer-3666	92	2	particularly	particularly	ADV
ajeer-3666	92	3	,	,	PUNCT
ajeer-3666	92	4	for	for	ADP
ajeer-3666	92	5	the	the	DET
ajeer-3666	92	6	calculation	calculation	NOUN
ajeer-3666	92	7	of	of	ADP
ajeer-3666	92	8	this	this	DET
ajeer-3666	92	9	measure	measure	NOUN
ajeer-3666	92	10	,	,	PUNCT
ajeer-3666	92	11	the	the	DET
ajeer-3666	92	12	news	news	NOUN
ajeer-3666	92	13	sources	source	NOUN
ajeer-3666	92	14	are	be	AUX
ajeer-3666	92	15	restricted	restrict	VERB
ajeer-3666	92	16	to	to	ADP
ajeer-3666	92	17	the	the	DET
ajeer-3666	92	18	united	united	ADJ
ajeer-3666	92	19	states.3	states.3	PROPN
ajeer-3666	92	20	regarding	regard	VERB
ajeer-3666	92	21	the	the	DET
ajeer-3666	92	22	geopolitical	geopolitical	ADJ
ajeer-3666	92	23	risk	risk	NOUN
ajeer-3666	92	24	factor	factor	NOUN
ajeer-3666	92	25	,	,	PUNCT
ajeer-3666	92	26	which	which	PRON
ajeer-3666	92	27	is	be	AUX
ajeer-3666	92	28	calculated	calculate	VERB
ajeer-3666	92	29	by	by	ADP
ajeer-3666	92	30	counting	count	VERB
ajeer-3666	92	31	the	the	DET
ajeer-3666	92	32	number	number	NOUN
ajeer-3666	92	33	of	of	ADP
ajeer-3666	92	34	articles	article	NOUN
ajeer-3666	92	35	related	relate	VERB
ajeer-3666	92	36	to	to	ADP
ajeer-3666	92	37	adverse	adverse	ADJ
ajeer-3666	92	38	geopolitical	geopolitical	ADJ
ajeer-3666	92	39	events	event	NOUN
ajeer-3666	92	40	,	,	PUNCT
ajeer-3666	92	41	the	the	DET
ajeer-3666	92	42	data	data	NOUN
ajeer-3666	92	43	is	be	AUX
ajeer-3666	92	44	retrieved	retrieve	VERB
ajeer-3666	92	45	from	from	ADP
ajeer-3666	92	46	the	the	DET
ajeer-3666	92	47	website	website	NOUN
ajeer-3666	92	48	of	of	ADP
ajeer-3666	92	49	caldara	caldara	NOUN
ajeer-3666	92	50	and	and	CCONJ
ajeer-3666	92	51	iacoviello.4	iacoviello.4	PROPN
ajeer-3666	92	52	finally	finally	ADV
ajeer-3666	92	53	,	,	PUNCT
ajeer-3666	92	54	the	the	DET
ajeer-3666	92	55	last	last	ADJ
ajeer-3666	92	56	factor	factor	NOUN
ajeer-3666	92	57	of	of	ADP
ajeer-3666	92	58	uncertainty	uncertainty	NOUN
ajeer-3666	92	59	we	we	PRON
ajeer-3666	92	60	use	use	VERB
ajeer-3666	92	61	is	be	AUX
ajeer-3666	92	62	the	the	DET
ajeer-3666	92	63	aruoba	aruoba	NOUN
ajeer-3666	92	64	-	-	PUNCT
ajeer-3666	92	65	diebold	diebold	ADJ
ajeer-3666	92	66	-	-	PUNCT
ajeer-3666	92	67	scotti	scotti	NOUN
ajeer-3666	92	68	(	(	PUNCT
ajeer-3666	92	69	ads	ad	NOUN
ajeer-3666	92	70	)	)	PUNCT
ajeer-3666	92	71	business	business	NOUN
ajeer-3666	92	72	conditions	condition	NOUN
ajeer-3666	92	73	index	index	NOUN
ajeer-3666	92	74	,	,	PUNCT
ajeer-3666	92	75	which	which	PRON
ajeer-3666	92	76	is	be	AUX
ajeer-3666	92	77	designed	design	VERB
ajeer-3666	92	78	to	to	PART
ajeer-3666	92	79	track	track	VERB
ajeer-3666	92	80	real	real	ADJ
ajeer-3666	92	81	business	business	NOUN
ajeer-3666	92	82	conditions	condition	NOUN
ajeer-3666	92	83	by	by	ADP
ajeer-3666	92	84	taking	take	VERB
ajeer-3666	92	85	into	into	ADP
ajeer-3666	92	86	account	account	NOUN
ajeer-3666	92	87	data	datum	NOUN
ajeer-3666	92	88	of	of	ADP
ajeer-3666	92	89	macroeconomic	macroeconomic	ADJ
ajeer-3666	92	90	variables	variable	NOUN
ajeer-3666	92	91	at	at	ADP
ajeer-3666	92	92	different	different	ADJ
ajeer-3666	92	93	frequencies	frequency	NOUN
ajeer-3666	92	94	.	.	PUNCT
ajeer-3666	93	1	a	a	DET
ajeer-3666	93	2	major	major	ADJ
ajeer-3666	93	3	advantage	advantage	NOUN
ajeer-3666	93	4	of	of	ADP
ajeer-3666	93	5	this	this	DET
ajeer-3666	93	6	index	index	NOUN
ajeer-3666	93	7	is	be	AUX
ajeer-3666	93	8	the	the	DET
ajeer-3666	93	9	fact	fact	NOUN
ajeer-3666	93	10	that	that	SCONJ
ajeer-3666	93	11	at	at	ADP
ajeer-3666	93	12	the	the	DET
ajeer-3666	93	13	time	time	NOUN
ajeer-3666	93	14	of	of	ADP
ajeer-3666	93	15	any	any	DET
ajeer-3666	93	16	ads	ad	NOUN
ajeer-3666	93	17	update	update	VERB
ajeer-3666	93	18	,	,	PUNCT
ajeer-3666	93	19	the	the	DET
ajeer-3666	93	20	index	index	NOUN
ajeer-3666	93	21	is	be	AUX
ajeer-3666	93	22	based	base	VERB
ajeer-3666	93	23	on	on	ADP
ajeer-3666	93	24	all	all	DET
ajeer-3666	93	25	information	information	NOUN
ajeer-3666	93	26	of	of	ADP
ajeer-3666	93	27	all	all	DET
ajeer-3666	93	28	indicators	indicator	NOUN
ajeer-3666	93	29	available	available	ADJ
ajeer-3666	93	30	at	at	ADP
ajeer-3666	93	31	that	that	DET
ajeer-3666	93	32	time.5	time.5	ADJ
ajeer-3666	93	33	table	table	NOUN
ajeer-3666	93	34	1	1	NUM
ajeer-3666	93	35	provides	provide	VERB
ajeer-3666	93	36	a	a	DET
ajeer-3666	93	37	summary	summary	NOUN
ajeer-3666	93	38	of	of	ADP
ajeer-3666	93	39	the	the	DET
ajeer-3666	93	40	descriptive	descriptive	ADJ
ajeer-3666	93	41	statistics	statistic	NOUN
ajeer-3666	93	42	for	for	ADP
ajeer-3666	93	43	all	all	DET
ajeer-3666	93	44	variables	variable	NOUN
ajeer-3666	93	45	,	,	PUNCT
ajeer-3666	93	46	including	include	VERB
ajeer-3666	93	47	the	the	DET
ajeer-3666	93	48	uncertainty	uncertainty	NOUN
ajeer-3666	93	49	factors	factor	NOUN
ajeer-3666	93	50	used	use	VERB
ajeer-3666	93	51	in	in	ADP
ajeer-3666	93	52	this	this	DET
ajeer-3666	93	53	study	study	NOUN
ajeer-3666	93	54	.	.	PUNCT
ajeer-3666	94	1	we	we	PRON
ajeer-3666	94	2	first	first	ADV
ajeer-3666	94	3	observe	observe	VERB
ajeer-3666	94	4	that	that	SCONJ
ajeer-3666	94	5	the	the	DET
ajeer-3666	94	6	mean	mean	NOUN
ajeer-3666	94	7	of	of	ADP
ajeer-3666	94	8	ovx	ovx	PROPN
ajeer-3666	94	9	is	be	AUX
ajeer-3666	94	10	higher	high	ADJ
ajeer-3666	94	11	than	than	ADP
ajeer-3666	94	12	the	the	DET
ajeer-3666	94	13	means	mean	NOUN
ajeer-3666	94	14	of	of	ADP
ajeer-3666	94	15	the	the	DET
ajeer-3666	94	16	other	other	ADJ
ajeer-3666	94	17	iv	iv	NUM
ajeer-3666	94	18	indices	index	NOUN
ajeer-3666	94	19	.	.	PUNCT
ajeer-3666	95	1	however	however	ADV
ajeer-3666	95	2	,	,	PUNCT
ajeer-3666	95	3	the	the	DET
ajeer-3666	95	4	coefficient	coefficient	NOUN
ajeer-3666	95	5	of	of	ADP
ajeer-3666	95	6	variation	variation	NOUN
ajeer-3666	95	7	of	of	ADP
ajeer-3666	95	8	vix	vix	PROPN
ajeer-3666	95	9	is	be	AUX
ajeer-3666	95	10	higher	high	ADJ
ajeer-3666	95	11	than	than	ADP
ajeer-3666	95	12	those	those	PRON
ajeer-3666	95	13	of	of	ADP
ajeer-3666	95	14	ovx	ovx	PROPN
ajeer-3666	95	15	and	and	CCONJ
ajeer-3666	95	16	the	the	DET
ajeer-3666	95	17	other	other	ADJ
ajeer-3666	95	18	iv	iv	NUM
ajeer-3666	95	19	indices	index	NOUN
ajeer-3666	95	20	.	.	PUNCT
ajeer-3666	96	1	figure	figure	NOUN
ajeer-3666	96	2	1	1	NUM
ajeer-3666	96	3	and	and	CCONJ
ajeer-3666	96	4	figure	figure	VERB
ajeer-3666	96	5	2	2	NUM
ajeer-3666	96	6	illustrate	illustrate	VERB
ajeer-3666	96	7	the	the	DET
ajeer-3666	96	8	evolution	evolution	NOUN
ajeer-3666	96	9	of	of	ADP
ajeer-3666	96	10	the	the	DET
ajeer-3666	96	11	iv	iv	NUM
ajeer-3666	96	12	indices	index	NOUN
ajeer-3666	96	13	and	and	CCONJ
ajeer-3666	96	14	the	the	DET
ajeer-3666	96	15	other	other	ADJ
ajeer-3666	96	16	indicators	indicator	NOUN
ajeer-3666	96	17	that	that	PRON
ajeer-3666	96	18	represent	represent	VERB
ajeer-3666	96	19	uncertainty	uncertainty	NOUN
ajeer-3666	96	20	.	.	PUNCT
ajeer-3666	97	1	table	table	NOUN
ajeer-3666	97	2	1	1	NUM
ajeer-3666	97	3	.	.	PUNCT
ajeer-3666	97	4	descriptive	descriptive	ADJ
ajeer-3666	97	5	statistics	statistic	NOUN
ajeer-3666	97	6	.	.	PUNCT
ajeer-3666	98	1	ovx	ovx	PROPN
ajeer-3666	98	2	vix	vix	PROPN
ajeer-3666	98	3	gvz	gvz	PROPN
ajeer-3666	98	4	tyvix	tyvix	PROPN
ajeer-3666	98	5	epu	epu	PROPN
ajeer-3666	98	6	gpr	gpr	PROPN
ajeer-3666	98	7	ads	ad	NOUN
ajeer-3666	98	8	mean	mean	VERB
ajeer-3666	98	9	33.42	33.42	NUM
ajeer-3666	98	10	17.12	17.12	NUM
ajeer-3666	98	11	17.32	17.32	NUM
ajeer-3666	98	12	5.51	5.51	NUM
ajeer-3666	98	13	104.27	104.27	NUM
ajeer-3666	98	14	103.62	103.62	NUM
ajeer-3666	98	15	-0.10	-0.10	NUM
ajeer-3666	98	16	median	median	NOUN
ajeer-3666	98	17	32.10	32.10	NUM
ajeer-3666	98	18	15.73	15.73	NUM
ajeer-3666	98	19	16.83	16.83	NUM
ajeer-3666	98	20	5.30	5.30	NUM
ajeer-3666	98	21	89.80	89.80	NUM
ajeer-3666	98	22	97.22	97.22	NUM
ajeer-3666	98	23	-0.10	-0.10	NUM
ajeer-3666	98	24	minimum	minimum	NOUN
ajeer-3666	98	25	14.50	14.50	NUM
ajeer-3666	98	26	9.14	9.14	NUM
ajeer-3666	98	27	8.88	8.88	NUM
ajeer-3666	98	28	3.16	3.16	NUM
ajeer-3666	98	29	3.32	3.32	NUM
ajeer-3666	98	30	9.48	9.48	NUM
ajeer-3666	98	31	-0.81	-0.81	NUM
ajeer-3666	98	32	maximum	maximum	ADJ
ajeer-3666	98	33	78.97	78.97	NUM
ajeer-3666	98	34	48.00	48.00	NUM
ajeer-3666	98	35	39.95	39.95	NUM
ajeer-3666	98	36	10.33	10.33	NUM
ajeer-3666	98	37	490.89	490.89	NUM
ajeer-3666	98	38	361.02	361.02	NUM
ajeer-3666	98	39	0.88	0.88	NUM
ajeer-3666	98	40	std	std	NOUN
ajeer-3666	98	41	.	.	PUNCT
ajeer-3666	99	1	dev	dev	PROPN
ajeer-3666	99	2	.	.	PROPN
ajeer-3666	100	1	10.18	10.18	NUM
ajeer-3666	100	2	5.71	5.71	NUM
ajeer-3666	100	3	4.93	4.93	NUM
ajeer-3666	100	4	1.32	1.32	NUM
ajeer-3666	100	5	60.01	60.01	NUM
ajeer-3666	100	6	38.29	38.29	NUM
ajeer-3666	100	7	0.32	0.32	NUM
ajeer-3666	100	8	skewness	skewness	NOUN
ajeer-3666	100	9	0.79	0.79	NUM
ajeer-3666	100	10	1.61	1.61	NUM
ajeer-3666	100	11	0.86	0.86	NUM
ajeer-3666	100	12	0.68	0.68	NUM
ajeer-3666	100	13	1.59	1.59	NUM
ajeer-3666	100	14	1.22	1.22	NUM
ajeer-3666	100	15	0.34	0.34	NUM
ajeer-3666	100	16	kurtosis	kurtosis	NOUN
ajeer-3666	100	17	3.78	3.78	NUM
ajeer-3666	100	18	6.35	6.35	NUM
ajeer-3666	100	19	4.17	4.17	NUM
ajeer-3666	100	20	2.85	2.85	NUM
ajeer-3666	100	21	6.88	6.88	NUM
ajeer-3666	100	22	5.84	5.84	NUM
ajeer-3666	100	23	3.01	3.01	NUM
ajeer-3666	100	24	coefficient	coefficient	NOUN
ajeer-3666	100	25	of	of	ADP
ajeer-3666	100	26	variation	variation	NOUN
ajeer-3666	100	27	0.30	0.30	NUM
ajeer-3666	100	28	0.33	0.33	NUM
ajeer-3666	100	29	0.28	0.28	NUM
ajeer-3666	100	30	0.24	0.24	NUM
ajeer-3666	100	31	0.58	0.58	NUM
ajeer-3666	100	32	0.37	0.37	NUM
ajeer-3666	100	33	-3.20	-3.20	NUM
ajeer-3666	100	34	figure	figure	NOUN
ajeer-3666	100	35	1	1	NUM
ajeer-3666	100	36	.	.	PUNCT
ajeer-3666	101	1	all	all	DET
ajeer-3666	101	2	implied	imply	VERB
ajeer-3666	101	3	volatility	volatility	NOUN
ajeer-3666	101	4	indices	index	NOUN
ajeer-3666	101	5	,	,	PUNCT
ajeer-3666	101	6	namely	namely	ADV
ajeer-3666	101	7	the	the	DET
ajeer-3666	101	8	ovx	ovx	PROPN
ajeer-3666	101	9	,	,	PUNCT
ajeer-3666	101	10	vix	vix	PROPN
ajeer-3666	101	11	,	,	PUNCT
ajeer-3666	101	12	gvz	gvz	NOUN
ajeer-3666	101	13	and	and	CCONJ
ajeer-3666	101	14	tyvix	tyvix	NOUN
ajeer-3666	101	15	,	,	PUNCT
ajeer-3666	101	16	over	over	ADP
ajeer-3666	101	17	time	time	NOUN
ajeer-3666	101	18	.	.	PUNCT
ajeer-3666	102	1	3	3	NUM
ajeer-3666	102	2	the	the	DET
ajeer-3666	102	3	data	datum	NOUN
ajeer-3666	102	4	is	be	AUX
ajeer-3666	102	5	extracted	extract	VERB
ajeer-3666	102	6	from	from	ADP
ajeer-3666	102	7	the	the	DET
ajeer-3666	102	8	relevant	relevant	ADJ
ajeer-3666	102	9	website	website	NOUN
ajeer-3666	102	10	:	:	PUNCT
ajeer-3666	102	11	https://www.policyuncertainty.com/us_monthly.html	https://www.policyuncertainty.com/us_monthly.html	X
ajeer-3666	102	12	.	.	PUNCT
ajeer-3666	103	1	4	4	NUM
ajeer-3666	103	2	for	for	ADP
ajeer-3666	103	3	further	further	ADJ
ajeer-3666	103	4	details	detail	NOUN
ajeer-3666	103	5	see	see	VERB
ajeer-3666	103	6	the	the	DET
ajeer-3666	103	7	link	link	NOUN
ajeer-3666	103	8	:	:	PUNCT
ajeer-3666	103	9	https://www.matteoiacoviello.com/gpr.htm	https://www.matteoiacoviello.com/gpr.htm	NOUN
ajeer-3666	103	10	.	.	PUNCT
ajeer-3666	104	1	5	5	NUM
ajeer-3666	104	2	the	the	DET
ajeer-3666	104	3	data	datum	NOUN
ajeer-3666	104	4	is	be	AUX
ajeer-3666	104	5	extracted	extract	VERB
ajeer-3666	104	6	from	from	ADP
ajeer-3666	104	7	the	the	DET
ajeer-3666	104	8	website	website	NOUN
ajeer-3666	104	9	:	:	PUNCT
ajeer-3666	104	10	https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/ads	https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/ad	NOUN
ajeer-3666	104	11	.	.	PUNCT
ajeer-3666	105	1	asian	asian	ADJ
ajeer-3666	105	2	journal	journal	PROPN
ajeer-3666	105	3	of	of	ADP
ajeer-3666	105	4	economics	economic	NOUN
ajeer-3666	105	5	and	and	CCONJ
ajeer-3666	105	6	empirical	empirical	ADJ
ajeer-3666	105	7	research	research	NOUN
ajeer-3666	105	8	,	,	PUNCT
ajeer-3666	105	9	2022	2022	NUM
ajeer-3666	105	10	,	,	PUNCT
ajeer-3666	105	11	9(1	9(1	NUM
ajeer-3666	105	12	):	):	PUNCT
ajeer-3666	105	13	13	13	NUM
ajeer-3666	105	14	-	-	SYM
ajeer-3666	105	15	20	20	NUM
ajeer-3666	105	16	16	16	NUM
ajeer-3666	105	17	©	©	PROPN
ajeer-3666	105	18	2022	2022	NUM
ajeer-3666	105	19	by	by	ADP
ajeer-3666	105	20	the	the	DET
ajeer-3666	105	21	authors	author	NOUN
ajeer-3666	105	22	;	;	PUNCT
ajeer-3666	105	23	licensee	licensee	PROPN
ajeer-3666	105	24	asian	asian	ADJ
ajeer-3666	105	25	online	online	PROPN
ajeer-3666	105	26	journal	journal	PROPN
ajeer-3666	105	27	publishing	publishing	NOUN
ajeer-3666	105	28	group	group	NOUN
ajeer-3666	105	29	figure	figure	NOUN
ajeer-3666	105	30	2	2	NUM
ajeer-3666	105	31	.	.	PUNCT
ajeer-3666	106	1	the	the	DET
ajeer-3666	106	2	other	other	ADJ
ajeer-3666	106	3	factors	factor	NOUN
ajeer-3666	106	4	of	of	ADP
ajeer-3666	106	5	uncertainty	uncertainty	NOUN
ajeer-3666	106	6	,	,	PUNCT
ajeer-3666	106	7	namely	namely	ADV
ajeer-3666	106	8	the	the	DET
ajeer-3666	106	9	epu	epu	PROPN
ajeer-3666	106	10	,	,	PUNCT
ajeer-3666	106	11	gpr	gpr	PROPN
ajeer-3666	106	12	and	and	CCONJ
ajeer-3666	106	13	ads	ad	NOUN
ajeer-3666	106	14	business	business	PROPN
ajeer-3666	106	15	index	index	PROPN
ajeer-3666	106	16	,	,	PUNCT
ajeer-3666	106	17	over	over	ADP
ajeer-3666	106	18	time	time	NOUN
ajeer-3666	106	19	.	.	PUNCT
ajeer-3666	107	1	4	4	X
ajeer-3666	107	2	.	.	X
ajeer-3666	107	3	methodology	methodology	NOUN
ajeer-3666	107	4	4.1	4.1	NUM
ajeer-3666	107	5	.	.	PUNCT
ajeer-3666	108	1	naïve	naïve	ADJ
ajeer-3666	108	2	models	model	NOUN
ajeer-3666	108	3	the	the	DET
ajeer-3666	108	4	simplest	simple	ADJ
ajeer-3666	108	5	model	model	NOUN
ajeer-3666	108	6	we	we	PRON
ajeer-3666	108	7	use	use	VERB
ajeer-3666	108	8	for	for	ADP
ajeer-3666	108	9	comparison	comparison	NOUN
ajeer-3666	108	10	purposes	purpose	NOUN
ajeer-3666	108	11	is	be	AUX
ajeer-3666	108	12	an	an	DET
ajeer-3666	108	13	adl	adl	PROPN
ajeer-3666	108	14	model	model	NOUN
ajeer-3666	108	15	,	,	PUNCT
ajeer-3666	108	16	which	which	PRON
ajeer-3666	108	17	is	be	AUX
ajeer-3666	108	18	specified	specify	VERB
ajeer-3666	108	19	as	as	SCONJ
ajeer-3666	108	20	follows	follow	VERB
ajeer-3666	108	21	:	:	PUNCT
ajeer-3666	108	22	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	NUM
ajeer-3666	108	23	)	)	PUNCT
ajeer-3666	109	1	=	=	SYM
ajeer-3666	109	2	𝑎0	𝑎0	ADJ
ajeer-3666	109	3	(	(	PUNCT
ajeer-3666	109	4	𝑡	𝑡	NOUN
ajeer-3666	109	5	)	)	PUNCT
ajeer-3666	109	6	+	+	CCONJ
ajeer-3666	109	7	𝑎1	𝑎1	INTJ
ajeer-3666	109	8	(	(	PUNCT
ajeer-3666	109	9	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	VERB
ajeer-3666	109	10	)	)	PUNCT
ajeer-3666	109	11	+	+	CCONJ
ajeer-3666	109	12	𝜀𝑡	𝜀𝑡	NOUN
ajeer-3666	109	13	,	,	PUNCT
ajeer-3666	109	14	(	(	PUNCT
ajeer-3666	109	15	1	1	X
ajeer-3666	109	16	)	)	PUNCT
ajeer-3666	109	17	where	where	SCONJ
ajeer-3666	109	18	𝑎0	𝑎0	ADV
ajeer-3666	109	19	(	(	PUNCT
ajeer-3666	109	20	𝑡	𝑡	NOUN
ajeer-3666	109	21	)	)	PUNCT
ajeer-3666	109	22	,	,	PUNCT
ajeer-3666	109	23	𝑎1	𝑎1	INTJ
ajeer-3666	109	24	(	(	PUNCT
ajeer-3666	109	25	𝑡	𝑡	NOUN
ajeer-3666	109	26	)	)	PUNCT
ajeer-3666	109	27	are	be	AUX
ajeer-3666	109	28	the	the	DET
ajeer-3666	109	29	rolling	rolling	ADJ
ajeer-3666	109	30	estimated	estimate	VERB
ajeer-3666	109	31	coefficients	coefficient	NOUN
ajeer-3666	109	32	and	and	CCONJ
ajeer-3666	109	33	𝜀𝑡	𝜀𝑡	NOUN
ajeer-3666	109	34	denotes	denote	VERB
ajeer-3666	109	35	the	the	DET
ajeer-3666	109	36	white	white	ADJ
ajeer-3666	109	37	noise	noise	NOUN
ajeer-3666	109	38	.	.	PUNCT
ajeer-3666	110	1	4.2	4.2	NUM
ajeer-3666	110	2	.	.	PUNCT
ajeer-3666	110	3	models	model	NOUN
ajeer-3666	110	4	with	with	ADP
ajeer-3666	110	5	exogenous	exogenous	ADJ
ajeer-3666	110	6	information	information	NOUN
ajeer-3666	110	7	one	one	NUM
ajeer-3666	110	8	of	of	ADP
ajeer-3666	110	9	the	the	DET
ajeer-3666	110	10	main	main	ADJ
ajeer-3666	110	11	contributions	contribution	NOUN
ajeer-3666	110	12	of	of	ADP
ajeer-3666	110	13	this	this	DET
ajeer-3666	110	14	study	study	NOUN
ajeer-3666	110	15	,	,	PUNCT
ajeer-3666	110	16	though	though	ADV
ajeer-3666	110	17	,	,	PUNCT
ajeer-3666	110	18	is	be	AUX
ajeer-3666	110	19	the	the	DET
ajeer-3666	110	20	fact	fact	NOUN
ajeer-3666	110	21	that	that	SCONJ
ajeer-3666	110	22	we	we	PRON
ajeer-3666	110	23	investigate	investigate	VERB
ajeer-3666	110	24	the	the	DET
ajeer-3666	110	25	predictive	predictive	ADJ
ajeer-3666	110	26	information	information	NOUN
ajeer-3666	110	27	that	that	SCONJ
ajeer-3666	110	28	uncertainty	uncertainty	NOUN
ajeer-3666	110	29	factors	factor	VERB
ajeer-3666	110	30	from	from	ADP
ajeer-3666	110	31	different	different	ADJ
ajeer-3666	110	32	categories	category	NOUN
ajeer-3666	110	33	might	might	AUX
ajeer-3666	110	34	offer	offer	VERB
ajeer-3666	110	35	when	when	SCONJ
ajeer-3666	110	36	generating	generate	VERB
ajeer-3666	110	37	ovx	ovx	PROPN
ajeer-3666	110	38	forecasts	forecast	NOUN
ajeer-3666	110	39	.	.	PUNCT
ajeer-3666	111	1	in	in	ADP
ajeer-3666	111	2	order	order	NOUN
ajeer-3666	111	3	to	to	PART
ajeer-3666	111	4	compare	compare	VERB
ajeer-3666	111	5	the	the	DET
ajeer-3666	111	6	forecasting	forecasting	NOUN
ajeer-3666	111	7	ability	ability	NOUN
ajeer-3666	111	8	of	of	ADP
ajeer-3666	111	9	these	these	DET
ajeer-3666	111	10	exogenous	exogenous	ADJ
ajeer-3666	111	11	variables	variable	NOUN
ajeer-3666	111	12	to	to	ADP
ajeer-3666	111	13	the	the	DET
ajeer-3666	111	14	ovx	ovx	NOUN
ajeer-3666	111	15	,	,	PUNCT
ajeer-3666	111	16	we	we	PRON
ajeer-3666	111	17	use	use	VERB
ajeer-3666	111	18	the	the	DET
ajeer-3666	111	19	specification	specification	NOUN
ajeer-3666	111	20	of	of	ADP
ajeer-3666	111	21	the	the	DET
ajeer-3666	111	22	above	above	ADJ
ajeer-3666	111	23	adl	adl	PROPN
ajeer-3666	111	24	model	model	NOUN
ajeer-3666	111	25	and	and	CCONJ
ajeer-3666	111	26	add	add	VERB
ajeer-3666	111	27	the	the	DET
ajeer-3666	111	28	uncertainty	uncertainty	NOUN
ajeer-3666	111	29	factors	factor	NOUN
ajeer-3666	111	30	as	as	ADP
ajeer-3666	111	31	exogenous	exogenous	ADJ
ajeer-3666	111	32	variables	variable	NOUN
ajeer-3666	111	33	in	in	ADP
ajeer-3666	111	34	each	each	DET
ajeer-3666	111	35	model	model	NOUN
ajeer-3666	111	36	.	.	PUNCT
ajeer-3666	112	1	therefore	therefore	ADV
ajeer-3666	112	2	,	,	PUNCT
ajeer-3666	112	3	each	each	DET
ajeer-3666	112	4	individual	individual	ADJ
ajeer-3666	112	5	model	model	NOUN
ajeer-3666	112	6	that	that	PRON
ajeer-3666	112	7	incorporates	incorporate	VERB
ajeer-3666	112	8	exogenous	exogenous	ADJ
ajeer-3666	112	9	variables	variable	NOUN
ajeer-3666	112	10	can	can	AUX
ajeer-3666	112	11	be	be	AUX
ajeer-3666	112	12	written	write	VERB
ajeer-3666	112	13	as	as	SCONJ
ajeer-3666	112	14	follows	follow	VERB
ajeer-3666	112	15	:	:	PUNCT
ajeer-3666	112	16	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	NUM
ajeer-3666	112	17	)	)	PUNCT
ajeer-3666	112	18	=	=	SYM
ajeer-3666	112	19	𝑎0	𝑎0	ADJ
ajeer-3666	112	20	(	(	PUNCT
ajeer-3666	112	21	𝑡	𝑡	NOUN
ajeer-3666	112	22	)	)	PUNCT
ajeer-3666	112	23	+	+	CCONJ
ajeer-3666	112	24	𝑎1	𝑎1	INTJ
ajeer-3666	112	25	(	(	PUNCT
ajeer-3666	112	26	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	VERB
ajeer-3666	112	27	)	)	PUNCT
ajeer-3666	113	1	+	+	CCONJ
ajeer-3666	113	2	𝑏(𝑡)𝐸𝑋𝑡−1	𝑏(𝑡)𝐸𝑋𝑡−1	NOUN
ajeer-3666	113	3	(	(	PUNCT
ajeer-3666	113	4	𝑖	𝑖	X
ajeer-3666	113	5	)	)	PUNCT
ajeer-3666	113	6	+	+	CCONJ
ajeer-3666	113	7	𝜀𝑡	𝜀𝑡	NOUN
ajeer-3666	113	8	,	,	PUNCT
ajeer-3666	113	9	(	(	PUNCT
ajeer-3666	113	10	2	2	X
ajeer-3666	113	11	)	)	PUNCT
ajeer-3666	113	12	where	where	SCONJ
ajeer-3666	113	13	𝑎0	𝑎0	ADV
ajeer-3666	113	14	(	(	PUNCT
ajeer-3666	113	15	𝑡	𝑡	NOUN
ajeer-3666	113	16	)	)	PUNCT
ajeer-3666	113	17	,	,	PUNCT
ajeer-3666	113	18	𝑎1	𝑎1	INTJ
ajeer-3666	113	19	(	(	PUNCT
ajeer-3666	113	20	𝑡	𝑡	NOUN
ajeer-3666	113	21	)	)	PUNCT
ajeer-3666	113	22	,	,	PUNCT
ajeer-3666	113	23	𝑏(𝑡	𝑏(𝑡	PROPN
ajeer-3666	113	24	)	)	PUNCT
ajeer-3666	113	25	are	be	AUX
ajeer-3666	113	26	the	the	DET
ajeer-3666	113	27	rolling	rolling	ADJ
ajeer-3666	113	28	estimated	estimate	VERB
ajeer-3666	113	29	coefficients	coefficient	NOUN
ajeer-3666	113	30	,	,	PUNCT
ajeer-3666	113	31	and	and	CCONJ
ajeer-3666	113	32	𝐸𝑋𝑡−1	𝐸𝑋𝑡−1	ADJ
ajeer-3666	113	33	(	(	PUNCT
ajeer-3666	113	34	𝑖	𝑖	X
ajeer-3666	113	35	)	)	PUNCT
ajeer-3666	113	36	is	be	AUX
ajeer-3666	113	37	the	the	DET
ajeer-3666	113	38	one	one	NUM
ajeer-3666	113	39	-	-	PUNCT
ajeer-3666	113	40	lagged	lag	VERB
ajeer-3666	113	41	exogenous	exogenous	ADJ
ajeer-3666	113	42	variable	variable	NOUN
ajeer-3666	113	43	i	i	PRON
ajeer-3666	113	44	,	,	PUNCT
ajeer-3666	113	45	which	which	PRON
ajeer-3666	113	46	represents	represent	VERB
ajeer-3666	113	47	the	the	DET
ajeer-3666	113	48	uncertainty	uncertainty	NOUN
ajeer-3666	113	49	indicator	indicator	NOUN
ajeer-3666	113	50	that	that	PRON
ajeer-3666	113	51	is	be	AUX
ajeer-3666	113	52	different	different	ADJ
ajeer-3666	113	53	in	in	ADP
ajeer-3666	113	54	each	each	DET
ajeer-3666	113	55	individual	individual	ADJ
ajeer-3666	113	56	model	model	NOUN
ajeer-3666	113	57	.	.	PUNCT
ajeer-3666	114	1	however	however	ADV
ajeer-3666	114	2	,	,	PUNCT
ajeer-3666	114	3	it	it	PRON
ajeer-3666	114	4	is	be	AUX
ajeer-3666	114	5	also	also	ADV
ajeer-3666	114	6	important	important	ADJ
ajeer-3666	114	7	to	to	PART
ajeer-3666	114	8	study	study	VERB
ajeer-3666	114	9	the	the	DET
ajeer-3666	114	10	information	information	NOUN
ajeer-3666	114	11	that	that	PRON
ajeer-3666	114	12	all	all	DET
ajeer-3666	114	13	the	the	DET
ajeer-3666	114	14	exogenous	exogenous	ADJ
ajeer-3666	114	15	variables	variable	NOUN
ajeer-3666	114	16	offer	offer	VERB
ajeer-3666	114	17	in	in	ADP
ajeer-3666	114	18	a	a	DET
ajeer-3666	114	19	model	model	NOUN
ajeer-3666	114	20	and	and	CCONJ
ajeer-3666	114	21	see	see	VERB
ajeer-3666	114	22	whether	whether	SCONJ
ajeer-3666	114	23	the	the	DET
ajeer-3666	114	24	predictive	predictive	ADJ
ajeer-3666	114	25	ability	ability	NOUN
ajeer-3666	114	26	of	of	ADP
ajeer-3666	114	27	this	this	DET
ajeer-3666	114	28	model	model	NOUN
ajeer-3666	114	29	is	be	AUX
ajeer-3666	114	30	improved	improve	VERB
ajeer-3666	114	31	in	in	ADP
ajeer-3666	114	32	comparison	comparison	NOUN
ajeer-3666	114	33	with	with	ADP
ajeer-3666	114	34	the	the	DET
ajeer-3666	114	35	individual	individual	ADJ
ajeer-3666	114	36	models	model	NOUN
ajeer-3666	114	37	.	.	PUNCT
ajeer-3666	115	1	therefore	therefore	ADV
ajeer-3666	115	2	,	,	PUNCT
ajeer-3666	115	3	we	we	PRON
ajeer-3666	115	4	further	far	ADV
ajeer-3666	115	5	introduce	introduce	VERB
ajeer-3666	115	6	a	a	DET
ajeer-3666	115	7	model	model	NOUN
ajeer-3666	115	8	with	with	ADP
ajeer-3666	115	9	all	all	DET
ajeer-3666	115	10	exogenous	exogenous	ADJ
ajeer-3666	115	11	variables	variable	NOUN
ajeer-3666	115	12	added	add	VERB
ajeer-3666	115	13	,	,	PUNCT
ajeer-3666	115	14	which	which	PRON
ajeer-3666	115	15	is	be	AUX
ajeer-3666	115	16	written	write	VERB
ajeer-3666	115	17	as	as	SCONJ
ajeer-3666	115	18	follows	follow	VERB
ajeer-3666	115	19	:	:	PUNCT
ajeer-3666	115	20	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	NUM
ajeer-3666	115	21	)	)	PUNCT
ajeer-3666	115	22	=	=	SYM
ajeer-3666	115	23	𝑎0	𝑎0	ADJ
ajeer-3666	115	24	(	(	PUNCT
ajeer-3666	115	25	𝑡	𝑡	NOUN
ajeer-3666	115	26	)	)	PUNCT
ajeer-3666	115	27	+	+	CCONJ
ajeer-3666	115	28	𝑎1	𝑎1	INTJ
ajeer-3666	115	29	(	(	PUNCT
ajeer-3666	115	30	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡−1	VERB
ajeer-3666	115	31	)	)	PUNCT
ajeer-3666	116	1	+	+	NOUN
ajeer-3666	116	2	∑𝑏𝑖	∑𝑏𝑖	NOUN
ajeer-3666	116	3	(	(	PUNCT
ajeer-3666	116	4	𝑡	𝑡	NOUN
ajeer-3666	116	5	)	)	PUNCT
ajeer-3666	116	6	𝐸𝑋𝑡−1	𝐸𝑋𝑡−1	NOUN
ajeer-3666	116	7	(	(	PUNCT
ajeer-3666	116	8	𝑖	𝑖	X
ajeer-3666	116	9	)	)	PUNCT
ajeer-3666	116	10	𝑀	𝑀	PROPN
ajeer-3666	116	11	𝑖=1	𝑖=1	PUNCT
ajeer-3666	117	1	+	+	CCONJ
ajeer-3666	117	2	𝜀𝑡	𝜀𝑡	NOUN
ajeer-3666	117	3	,	,	PUNCT
ajeer-3666	117	4	(	(	PUNCT
ajeer-3666	117	5	3	3	X
ajeer-3666	117	6	)	)	PUNCT
ajeer-3666	117	7	where	where	SCONJ
ajeer-3666	117	8	m	m	NOUN
ajeer-3666	117	9	is	be	AUX
ajeer-3666	117	10	the	the	DET
ajeer-3666	117	11	total	total	ADJ
ajeer-3666	117	12	number	number	NOUN
ajeer-3666	117	13	of	of	ADP
ajeer-3666	117	14	factors	factor	NOUN
ajeer-3666	117	15	representing	represent	VERB
ajeer-3666	117	16	uncertainty	uncertainty	NOUN
ajeer-3666	117	17	,	,	PUNCT
ajeer-3666	117	18	including	include	VERB
ajeer-3666	117	19	the	the	DET
ajeer-3666	117	20	implied	imply	VERB
ajeer-3666	117	21	volatility	volatility	NOUN
ajeer-3666	117	22	indices	index	NOUN
ajeer-3666	117	23	and	and	CCONJ
ajeer-3666	117	24	the	the	DET
ajeer-3666	117	25	other	other	ADJ
ajeer-3666	117	26	uncertainty	uncertainty	NOUN
ajeer-3666	117	27	indicators	indicator	NOUN
ajeer-3666	117	28	,	,	PUNCT
ajeer-3666	117	29	such	such	ADJ
ajeer-3666	117	30	as	as	ADP
ajeer-3666	117	31	the	the	DET
ajeer-3666	117	32	economic	economic	ADJ
ajeer-3666	117	33	policy	policy	NOUN
ajeer-3666	117	34	uncertainty	uncertainty	NOUN
ajeer-3666	117	35	index	index	NOUN
ajeer-3666	117	36	.	.	PUNCT
ajeer-3666	118	1	4.3	4.3	NUM
ajeer-3666	118	2	.	.	PUNCT
ajeer-3666	119	1	how	how	SCONJ
ajeer-3666	119	2	are	be	AUX
ajeer-3666	119	3	the	the	DET
ajeer-3666	119	4	ovx	ovx	PROPN
ajeer-3666	119	5	forecasts	forecast	NOUN
ajeer-3666	119	6	obtained	obtain	VERB
ajeer-3666	119	7	/	/	SYM
ajeer-3666	119	8	produced	produce	VERB
ajeer-3666	119	9	?	?	PUNCT
ajeer-3666	120	1	the	the	DET
ajeer-3666	120	2	total	total	ADJ
ajeer-3666	120	3	number	number	NOUN
ajeer-3666	120	4	of	of	ADP
ajeer-3666	120	5	days	day	NOUN
ajeer-3666	120	6	used	use	VERB
ajeer-3666	120	7	in	in	ADP
ajeer-3666	120	8	this	this	DET
ajeer-3666	120	9	study	study	NOUN
ajeer-3666	120	10	is	be	AUX
ajeer-3666	120	11	2522	2522	NUM
ajeer-3666	120	12	.	.	PUNCT
ajeer-3666	121	1	the	the	DET
ajeer-3666	121	2	out	out	ADV
ajeer-3666	121	3	-	-	PUNCT
ajeer-3666	121	4	of	of	ADP
ajeer-3666	121	5	-	-	PUNCT
ajeer-3666	121	6	sample	sample	NOUN
ajeer-3666	121	7	forecasting	forecasting	NOUN
ajeer-3666	121	8	period	period	NOUN
ajeer-3666	121	9	consists	consist	VERB
ajeer-3666	121	10	of	of	ADP
ajeer-3666	121	11	1522	1522	NUM
ajeer-3666	121	12	days	day	NOUN
ajeer-3666	121	13	,	,	PUNCT
ajeer-3666	121	14	and	and	CCONJ
ajeer-3666	121	15	we	we	PRON
ajeer-3666	121	16	use	use	VERB
ajeer-3666	121	17	1000	1000	NUM
ajeer-3666	121	18	days	day	NOUN
ajeer-3666	121	19	as	as	ADP
ajeer-3666	121	20	an	an	DET
ajeer-3666	121	21	initial	initial	ADJ
ajeer-3666	121	22	sample	sample	NOUN
ajeer-3666	121	23	period	period	NOUN
ajeer-3666	121	24	.	.	PUNCT
ajeer-3666	122	1	the	the	DET
ajeer-3666	122	2	choice	choice	NOUN
ajeer-3666	122	3	of	of	ADP
ajeer-3666	122	4	the	the	DET
ajeer-3666	122	5	initial	initial	ADJ
ajeer-3666	122	6	sample	sample	NOUN
ajeer-3666	122	7	period	period	NOUN
ajeer-3666	122	8	is	be	AUX
ajeer-3666	122	9	based	base	VERB
ajeer-3666	122	10	on	on	ADP
ajeer-3666	122	11	the	the	DET
ajeer-3666	122	12	number	number	NOUN
ajeer-3666	122	13	of	of	ADP
ajeer-3666	122	14	days	day	NOUN
ajeer-3666	122	15	used	use	VERB
ajeer-3666	122	16	by	by	ADP
ajeer-3666	122	17	the	the	DET
ajeer-3666	122	18	majority	majority	NOUN
ajeer-3666	122	19	of	of	ADP
ajeer-3666	122	20	prior	prior	ADJ
ajeer-3666	122	21	studies	study	NOUN
ajeer-3666	122	22	,	,	PUNCT
ajeer-3666	122	23	which	which	PRON
ajeer-3666	122	24	can	can	AUX
ajeer-3666	122	25	be	be	AUX
ajeer-3666	122	26	justified	justify	VERB
ajeer-3666	122	27	by	by	ADP
ajeer-3666	122	28	the	the	DET
ajeer-3666	122	29	fact	fact	NOUN
ajeer-3666	122	30	that	that	SCONJ
ajeer-3666	122	31	a	a	DET
ajeer-3666	122	32	large	large	ADJ
ajeer-3666	122	33	sample	sample	NOUN
ajeer-3666	122	34	size	size	NOUN
ajeer-3666	122	35	is	be	AUX
ajeer-3666	122	36	considered	consider	VERB
ajeer-3666	122	37	crucial	crucial	ADJ
ajeer-3666	122	38	for	for	ADP
ajeer-3666	122	39	the	the	DET
ajeer-3666	122	40	estimation	estimation	NOUN
ajeer-3666	122	41	of	of	ADP
ajeer-3666	122	42	the	the	DET
ajeer-3666	122	43	implemented	implement	VERB
ajeer-3666	122	44	models	model	NOUN
ajeer-3666	122	45	.	.	PUNCT
ajeer-3666	123	1	moreover	moreover	ADV
ajeer-3666	123	2	,	,	PUNCT
ajeer-3666	123	3	it	it	PRON
ajeer-3666	123	4	is	be	AUX
ajeer-3666	123	5	important	important	ADJ
ajeer-3666	123	6	to	to	PART
ajeer-3666	123	7	note	note	VERB
ajeer-3666	123	8	that	that	SCONJ
ajeer-3666	123	9	the	the	DET
ajeer-3666	123	10	starting	starting	NOUN
ajeer-3666	123	11	date	date	NOUN
ajeer-3666	123	12	of	of	ADP
ajeer-3666	123	13	the	the	DET
ajeer-3666	123	14	out	out	NOUN
ajeer-3666	123	15	-	-	PUNCT
ajeer-3666	123	16	of	of	ADP
ajeer-3666	123	17	-	-	PUNCT
ajeer-3666	123	18	sample	sample	NOUN
ajeer-3666	123	19	forecasting	forecasting	NOUN
ajeer-3666	123	20	period	period	NOUN
ajeer-3666	123	21	is	be	AUX
ajeer-3666	123	22	september	september	PROPN
ajeer-3666	123	23	11	11	NUM
ajeer-3666	123	24	,	,	PUNCT
ajeer-3666	123	25	2013	2013	NUM
ajeer-3666	123	26	,	,	PUNCT
ajeer-3666	123	27	which	which	PRON
ajeer-3666	123	28	means	mean	VERB
ajeer-3666	123	29	that	that	SCONJ
ajeer-3666	123	30	the	the	DET
ajeer-3666	123	31	period	period	NOUN
ajeer-3666	123	32	of	of	ADP
ajeer-3666	123	33	the	the	DET
ajeer-3666	123	34	oil	oil	NOUN
ajeer-3666	123	35	collapse	collapse	NOUN
ajeer-3666	123	36	between	between	ADP
ajeer-3666	123	37	2014	2014	NUM
ajeer-3666	123	38	and	and	CCONJ
ajeer-3666	123	39	2016	2016	NUM
ajeer-3666	123	40	is	be	AUX
ajeer-3666	123	41	included	include	VERB
ajeer-3666	123	42	in	in	ADP
ajeer-3666	123	43	the	the	DET
ajeer-3666	123	44	sample	sample	NOUN
ajeer-3666	123	45	.	.	PUNCT
ajeer-3666	124	1	this	this	PRON
ajeer-3666	124	2	is	be	AUX
ajeer-3666	124	3	of	of	ADP
ajeer-3666	124	4	major	major	ADJ
ajeer-3666	124	5	significance	significance	NOUN
ajeer-3666	124	6	to	to	ADP
ajeer-3666	124	7	this	this	DET
ajeer-3666	124	8	study	study	NOUN
ajeer-3666	124	9	because	because	SCONJ
ajeer-3666	124	10	it	it	PRON
ajeer-3666	124	11	gives	give	VERB
ajeer-3666	124	12	us	we	PRON
ajeer-3666	124	13	the	the	DET
ajeer-3666	124	14	ability	ability	NOUN
ajeer-3666	124	15	to	to	PART
ajeer-3666	124	16	evaluate	evaluate	VERB
ajeer-3666	124	17	the	the	DET
ajeer-3666	124	18	forecasting	forecasting	NOUN
ajeer-3666	124	19	performance	performance	NOUN
ajeer-3666	124	20	of	of	ADP
ajeer-3666	124	21	the	the	DET
ajeer-3666	124	22	models	model	NOUN
ajeer-3666	124	23	in	in	ADP
ajeer-3666	124	24	this	this	DET
ajeer-3666	124	25	particularly	particularly	ADV
ajeer-3666	124	26	volatile	volatile	ADJ
ajeer-3666	124	27	period	period	NOUN
ajeer-3666	124	28	and	and	CCONJ
ajeer-3666	124	29	not	not	PART
ajeer-3666	124	30	only	only	ADV
ajeer-3666	124	31	in	in	ADP
ajeer-3666	124	32	more	more	ADJ
ajeer-3666	124	33	tranquil	tranquil	NOUN
ajeer-3666	124	34	periods	period	NOUN
ajeer-3666	124	35	.	.	PUNCT
ajeer-3666	125	1	in	in	ADP
ajeer-3666	125	2	this	this	DET
ajeer-3666	125	3	paper	paper	NOUN
ajeer-3666	125	4	,	,	PUNCT
ajeer-3666	125	5	1	1	NUM
ajeer-3666	125	6	-	-	PUNCT
ajeer-3666	125	7	day	day	NOUN
ajeer-3666	125	8	ahead	ahead	ADV
ajeer-3666	125	9	ovx	ovx	PROPN
ajeer-3666	125	10	forecasts	forecast	NOUN
ajeer-3666	125	11	are	be	AUX
ajeer-3666	125	12	generated	generate	VERB
ajeer-3666	125	13	based	base	VERB
ajeer-3666	125	14	on	on	ADP
ajeer-3666	125	15	a	a	DET
ajeer-3666	125	16	rolling	rolling	ADJ
ajeer-3666	125	17	window	window	NOUN
ajeer-3666	125	18	approach	approach	NOUN
ajeer-3666	125	19	with	with	ADP
ajeer-3666	125	20	a	a	DET
ajeer-3666	125	21	fixed	fix	VERB
ajeer-3666	125	22	window	window	NOUN
ajeer-3666	125	23	length	length	NOUN
ajeer-3666	125	24	of	of	ADP
ajeer-3666	125	25	1000	1000	NUM
ajeer-3666	125	26	daily	daily	ADJ
ajeer-3666	125	27	observations	observation	NOUN
ajeer-3666	125	28	.	.	PUNCT
ajeer-3666	126	1	the	the	DET
ajeer-3666	126	2	equation	equation	NOUN
ajeer-3666	126	3	that	that	PRON
ajeer-3666	126	4	shows	show	VERB
ajeer-3666	126	5	how	how	SCONJ
ajeer-3666	126	6	these	these	DET
ajeer-3666	126	7	ovx	ovx	PROPN
ajeer-3666	126	8	forecasts	forecast	NOUN
ajeer-3666	126	9	are	be	AUX
ajeer-3666	126	10	generated	generate	VERB
ajeer-3666	126	11	from	from	ADP
ajeer-3666	126	12	a	a	DET
ajeer-3666	126	13	model	model	NOUN
ajeer-3666	126	14	with	with	ADP
ajeer-3666	126	15	a	a	DET
ajeer-3666	126	16	single	single	ADJ
ajeer-3666	126	17	exogenous	exogenous	ADJ
ajeer-3666	126	18	variable	variable	NOUN
ajeer-3666	126	19	is	be	AUX
ajeer-3666	126	20	the	the	DET
ajeer-3666	126	21	following	following	NOUN
ajeer-3666	126	22	:	:	PUNCT
ajeer-3666	126	23	𝑂𝑉𝑋𝑡+1|𝑡	𝑂𝑉𝑋𝑡+1|𝑡	PUNCT
ajeer-3666	126	24	=	=	SYM
ajeer-3666	126	25	exp⁡(𝑎0	exp⁡(𝑎0	ADV
ajeer-3666	126	26	(	(	PUNCT
ajeer-3666	126	27	𝑡	𝑡	NOUN
ajeer-3666	126	28	)	)	PUNCT
ajeer-3666	126	29	+	+	CCONJ
ajeer-3666	126	30	𝑎1	𝑎1	INTJ
ajeer-3666	126	31	(	(	PUNCT
ajeer-3666	126	32	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	𝑡)𝑙𝑜𝑔(𝑂𝑉𝑋𝑡	NOUN
ajeer-3666	126	33	)	)	PUNCT
ajeer-3666	126	34	+	+	CCONJ
ajeer-3666	126	35	𝑏(𝑡)𝐸𝑋𝑡	𝑏(𝑡)𝐸𝑋𝑡	PROPN
ajeer-3666	126	36	(	(	PUNCT
ajeer-3666	126	37	𝑖	𝑖	NOUN
ajeer-3666	126	38	)	)	PUNCT
ajeer-3666	126	39	)	)	PUNCT
ajeer-3666	126	40	.	.	PUNCT
ajeer-3666	127	1	(	(	PUNCT
ajeer-3666	127	2	4	4	X
ajeer-3666	127	3	)	)	SYM
ajeer-3666	127	4	5	5	NUM
ajeer-3666	127	5	.	.	PUNCT
ajeer-3666	127	6	evaluation	evaluation	NOUN
ajeer-3666	127	7	framework	framework	NOUN
ajeer-3666	127	8	5.1	5.1	NUM
ajeer-3666	127	9	.	.	PUNCT
ajeer-3666	128	1	statistical	statistical	ADJ
ajeer-3666	128	2	loss	loss	NOUN
ajeer-3666	128	3	functions	function	NOUN
ajeer-3666	128	4	having	having	AUX
ajeer-3666	128	5	obtained	obtain	VERB
ajeer-3666	128	6	the	the	DET
ajeer-3666	128	7	1	1	NUM
ajeer-3666	128	8	-	-	PUNCT
ajeer-3666	128	9	day	day	NOUN
ajeer-3666	128	10	ahead	ahead	ADV
ajeer-3666	128	11	forecasts	forecast	NOUN
ajeer-3666	128	12	of	of	ADP
ajeer-3666	128	13	ovx	ovx	PROPN
ajeer-3666	128	14	,	,	PUNCT
ajeer-3666	128	15	we	we	PRON
ajeer-3666	128	16	evaluate	evaluate	VERB
ajeer-3666	128	17	the	the	DET
ajeer-3666	128	18	predictive	predictive	ADJ
ajeer-3666	128	19	performance	performance	NOUN
ajeer-3666	128	20	of	of	ADP
ajeer-3666	128	21	the	the	DET
ajeer-3666	128	22	applied	apply	VERB
ajeer-3666	128	23	models	model	NOUN
ajeer-3666	128	24	in	in	ADP
ajeer-3666	128	25	generating	generate	VERB
ajeer-3666	128	26	these	these	DET
ajeer-3666	128	27	forecasts	forecast	NOUN
ajeer-3666	128	28	.	.	PUNCT
ajeer-3666	129	1	two	two	NUM
ajeer-3666	129	2	well	well	ADV
ajeer-3666	129	3	-	-	PUNCT
ajeer-3666	129	4	known	know	VERB
ajeer-3666	129	5	statistical	statistical	ADJ
ajeer-3666	129	6	loss	loss	NOUN
ajeer-3666	129	7	functions	function	NOUN
ajeer-3666	129	8	,	,	PUNCT
ajeer-3666	129	9	namely	namely	ADV
ajeer-3666	129	10	the	the	DET
ajeer-3666	129	11	mean	mean	NOUN
ajeer-3666	129	12	squared	square	VERB
ajeer-3666	129	13	predictive	predictive	ADJ
ajeer-3666	129	14	error	error	NOUN
ajeer-3666	129	15	(	(	PUNCT
ajeer-3666	129	16	mspe	mspe	PROPN
ajeer-3666	129	17	)	)	PUNCT
ajeer-3666	129	18	and	and	CCONJ
ajeer-3666	129	19	the	the	DET
ajeer-3666	129	20	mean	mean	ADJ
ajeer-3666	129	21	absolute	absolute	ADJ
ajeer-3666	129	22	error	error	NOUN
ajeer-3666	129	23	(	(	PUNCT
ajeer-3666	129	24	mae	mae	PROPN
ajeer-3666	129	25	)	)	PUNCT
ajeer-3666	129	26	,	,	PUNCT
ajeer-3666	129	27	have	have	AUX
ajeer-3666	129	28	been	be	AUX
ajeer-3666	129	29	used	use	VERB
ajeer-3666	129	30	to	to	PART
ajeer-3666	129	31	compare	compare	VERB
ajeer-3666	129	32	the	the	DET
ajeer-3666	129	33	forecasting	forecasting	NOUN
ajeer-3666	129	34	ability	ability	NOUN
ajeer-3666	129	35	of	of	ADP
ajeer-3666	129	36	the	the	DET
ajeer-3666	129	37	implemented	implement	VERB
ajeer-3666	129	38	models	model	NOUN
ajeer-3666	129	39	.	.	PUNCT
ajeer-3666	130	1	specifically	specifically	ADV
ajeer-3666	130	2	,	,	PUNCT
ajeer-3666	130	3	these	these	DET
ajeer-3666	130	4	two	two	NUM
ajeer-3666	130	5	loss	loss	NOUN
ajeer-3666	130	6	functions	function	NOUN
ajeer-3666	130	7	are	be	AUX
ajeer-3666	130	8	computed	compute	VERB
ajeer-3666	130	9	as	as	SCONJ
ajeer-3666	130	10	follows	follow	VERB
ajeer-3666	130	11	:	:	PUNCT
ajeer-3666	130	12	𝑀𝑆𝑃𝐸	𝑀𝑆𝑃𝐸	VERB
ajeer-3666	130	13	=	=	SYM
ajeer-3666	130	14	1	1	NUM
ajeer-3666	130	15	𝑇1	𝑇1	NOUN
ajeer-3666	130	16	∑(𝑂𝑉𝑋𝑡+1|𝑡	∑(𝑂𝑉𝑋𝑡+1|𝑡	VERB
ajeer-3666	130	17	−	−	PROPN
ajeer-3666	130	18	𝑂𝑉𝑋𝑡+1	𝑂𝑉𝑋𝑡+1	NOUN
ajeer-3666	130	19	)	)	PUNCT
ajeer-3666	130	20	2	2	NUM
ajeer-3666	130	21	𝑇1	𝑇1	NOUN
ajeer-3666	130	22	𝑡=1	𝑡=1	PROPN
ajeer-3666	130	23	(	(	PUNCT
ajeer-3666	130	24	5	5	X
ajeer-3666	130	25	)	)	PUNCT
ajeer-3666	130	26	asian	asian	ADJ
ajeer-3666	130	27	journal	journal	NOUN
ajeer-3666	130	28	of	of	ADP
ajeer-3666	130	29	economics	economic	NOUN
ajeer-3666	130	30	and	and	CCONJ
ajeer-3666	130	31	empirical	empirical	ADJ
ajeer-3666	130	32	research	research	NOUN
ajeer-3666	130	33	,	,	PUNCT
ajeer-3666	130	34	2022	2022	NUM
ajeer-3666	130	35	,	,	PUNCT
ajeer-3666	130	36	9(1	9(1	NUM
ajeer-3666	130	37	):	):	PUNCT
ajeer-3666	130	38	13	13	NUM
ajeer-3666	130	39	-	-	SYM
ajeer-3666	130	40	20	20	NUM
ajeer-3666	130	41	17	17	NUM
ajeer-3666	130	42	©	©	PROPN
ajeer-3666	130	43	2022	2022	NUM
ajeer-3666	130	44	by	by	ADP
ajeer-3666	130	45	the	the	DET
ajeer-3666	130	46	authors	author	NOUN
ajeer-3666	130	47	;	;	PUNCT
ajeer-3666	130	48	licensee	licensee	PROPN
ajeer-3666	130	49	asian	asian	ADJ
ajeer-3666	130	50	online	online	PROPN
ajeer-3666	130	51	journal	journal	PROPN
ajeer-3666	130	52	publishing	publishing	NOUN
ajeer-3666	130	53	group	group	NOUN
ajeer-3666	130	54	𝑀𝐴𝐸	𝑀𝐴𝐸	PROPN
ajeer-3666	130	55	=	=	SYM
ajeer-3666	130	56	1	1	NUM
ajeer-3666	130	57	𝑇1	𝑇1	NOUN
ajeer-3666	130	58	∑|𝑂𝑉𝑋𝑡+1|𝑡	∑|𝑂𝑉𝑋𝑡+1|𝑡	ADP
ajeer-3666	130	59	−	−	PROPN
ajeer-3666	130	60	𝑂𝑉𝑋𝑡+1|	𝑂𝑉𝑋𝑡+1|	NOUN
ajeer-3666	130	61	𝑇1	𝑇1	NOUN
ajeer-3666	130	62	𝑡=1	𝑡=1	PROPN
ajeer-3666	130	63	,	,	PUNCT
ajeer-3666	130	64	(	(	PUNCT
ajeer-3666	130	65	6	6	NUM
ajeer-3666	130	66	)	)	PUNCT
ajeer-3666	130	67	where	where	SCONJ
ajeer-3666	130	68	𝑇1	𝑇1	NOUN
ajeer-3666	130	69	is	be	AUX
ajeer-3666	130	70	the	the	DET
ajeer-3666	130	71	number	number	NOUN
ajeer-3666	130	72	of	of	ADP
ajeer-3666	130	73	out	out	ADV
ajeer-3666	130	74	-	-	PUNCT
ajeer-3666	130	75	of	of	ADP
ajeer-3666	130	76	-	-	PUNCT
ajeer-3666	130	77	sample	sample	NOUN
ajeer-3666	130	78	forecasting	forecasting	NOUN
ajeer-3666	130	79	days	day	NOUN
ajeer-3666	130	80	(	(	PUNCT
ajeer-3666	130	81	𝑇1	𝑇1	NOUN
ajeer-3666	130	82	=	=	SYM
ajeer-3666	130	83	1522	1522	NUM
ajeer-3666	130	84	)	)	PUNCT
ajeer-3666	130	85	.	.	PUNCT
ajeer-3666	131	1	5.2	5.2	NUM
ajeer-3666	131	2	.	.	PUNCT
ajeer-3666	132	1	model	model	NOUN
ajeer-3666	132	2	confidence	confidence	NOUN
ajeer-3666	132	3	set	set	VERB
ajeer-3666	132	4	in	in	ADP
ajeer-3666	132	5	addition	addition	NOUN
ajeer-3666	132	6	to	to	ADP
ajeer-3666	132	7	the	the	DET
ajeer-3666	132	8	abovementioned	abovementioned	ADJ
ajeer-3666	132	9	statistical	statistical	ADJ
ajeer-3666	132	10	loss	loss	NOUN
ajeer-3666	132	11	functions	function	NOUN
ajeer-3666	132	12	,	,	PUNCT
ajeer-3666	132	13	we	we	PRON
ajeer-3666	132	14	aim	aim	VERB
ajeer-3666	132	15	to	to	PART
ajeer-3666	132	16	determine	determine	VERB
ajeer-3666	132	17	the	the	DET
ajeer-3666	132	18	set	set	NOUN
ajeer-3666	132	19	of	of	ADP
ajeer-3666	132	20	models	model	NOUN
ajeer-3666	132	21	that	that	PRON
ajeer-3666	132	22	are	be	AUX
ajeer-3666	132	23	the	the	DET
ajeer-3666	132	24	best	good	ADJ
ajeer-3666	132	25	in	in	ADP
ajeer-3666	132	26	terms	term	NOUN
ajeer-3666	132	27	of	of	ADP
ajeer-3666	132	28	forecasting	forecasting	NOUN
ajeer-3666	132	29	performance	performance	NOUN
ajeer-3666	132	30	under	under	ADP
ajeer-3666	132	31	the	the	DET
ajeer-3666	132	32	two	two	NUM
ajeer-3666	132	33	loss	loss	NOUN
ajeer-3666	132	34	functions	function	NOUN
ajeer-3666	132	35	.	.	PUNCT
ajeer-3666	133	1	therefore	therefore	ADV
ajeer-3666	133	2	,	,	PUNCT
ajeer-3666	133	3	we	we	PRON
ajeer-3666	133	4	use	use	VERB
ajeer-3666	133	5	the	the	DET
ajeer-3666	133	6	mcs	mcs	PROPN
ajeer-3666	133	7	test	test	NOUN
ajeer-3666	133	8	proposed	propose	VERB
ajeer-3666	133	9	by	by	ADP
ajeer-3666	133	10	hansen	hansen	PROPN
ajeer-3666	133	11	,	,	PUNCT
ajeer-3666	133	12	lunde	lunde	PROPN
ajeer-3666	133	13	,	,	PUNCT
ajeer-3666	133	14	and	and	CCONJ
ajeer-3666	133	15	nason	nason	PROPN
ajeer-3666	133	16	(	(	PUNCT
ajeer-3666	133	17	2011	2011	NUM
ajeer-3666	133	18	)	)	PUNCT
ajeer-3666	133	19	to	to	PART
ajeer-3666	133	20	further	far	ADV
ajeer-3666	133	21	evaluate	evaluate	VERB
ajeer-3666	133	22	our	our	PRON
ajeer-3666	133	23	ovx	ovx	PROPN
ajeer-3666	133	24	forecasts	forecast	NOUN
ajeer-3666	133	25	.	.	PUNCT
ajeer-3666	134	1	this	this	DET
ajeer-3666	134	2	specific	specific	ADJ
ajeer-3666	134	3	framework	framework	NOUN
ajeer-3666	134	4	investigates	investigate	VERB
ajeer-3666	134	5	the	the	DET
ajeer-3666	134	6	set	set	NOUN
ajeer-3666	134	7	of	of	ADP
ajeer-3666	134	8	models	model	NOUN
ajeer-3666	134	9	that	that	PRON
ajeer-3666	134	10	remains	remain	VERB
ajeer-3666	134	11	until	until	ADP
ajeer-3666	134	12	the	the	DET
ajeer-3666	134	13	end	end	NOUN
ajeer-3666	134	14	in	in	ADP
ajeer-3666	134	15	an	an	DET
ajeer-3666	134	16	elimination	elimination	NOUN
ajeer-3666	134	17	algorithm	algorithm	NOUN
ajeer-3666	134	18	at	at	ADP
ajeer-3666	134	19	a	a	DET
ajeer-3666	134	20	level	level	NOUN
ajeer-3666	134	21	of	of	ADP
ajeer-3666	134	22	significance	significance	NOUN
ajeer-3666	134	23	a.	a.	NOUN
ajeer-3666	134	24	to	to	PART
ajeer-3666	134	25	start	start	VERB
ajeer-3666	134	26	the	the	DET
ajeer-3666	134	27	process	process	NOUN
ajeer-3666	134	28	,	,	PUNCT
ajeer-3666	134	29	we	we	PRON
ajeer-3666	134	30	define	define	VERB
ajeer-3666	134	31	the	the	DET
ajeer-3666	134	32	full	full	ADJ
ajeer-3666	134	33	set	set	NOUN
ajeer-3666	134	34	of	of	ADP
ajeer-3666	134	35	models	model	NOUN
ajeer-3666	134	36	𝑀	𝑀	PROPN
ajeer-3666	135	1	=	=	PUNCT
ajeer-3666	136	1	𝑀0	𝑀0	PROPN
ajeer-3666	137	1	=	=	PUNCT
ajeer-3666	138	1	{	{	PUNCT
ajeer-3666	138	2	1	1	NUM
ajeer-3666	138	3	,	,	PUNCT
ajeer-3666	138	4	…	…	PUNCT
ajeer-3666	138	5	,	,	PUNCT
ajeer-3666	138	6	𝑚0	𝑚0	NOUN
ajeer-3666	138	7	}	}	PUNCT
ajeer-3666	138	8	,	,	PUNCT
ajeer-3666	138	9	and	and	CCONJ
ajeer-3666	138	10	the	the	DET
ajeer-3666	138	11	following	follow	VERB
ajeer-3666	138	12	null	null	ADJ
ajeer-3666	138	13	hypothesis	hypothesis	NOUN
ajeer-3666	138	14	of	of	ADP
ajeer-3666	138	15	equal	equal	ADJ
ajeer-3666	138	16	predictive	predictive	ADJ
ajeer-3666	138	17	ability	ability	NOUN
ajeer-3666	138	18	is	be	AUX
ajeer-3666	138	19	repeatedly	repeatedly	ADV
ajeer-3666	138	20	tested	test	VERB
ajeer-3666	138	21	:	:	PUNCT
ajeer-3666	138	22	𝐻0,𝑀:⁡𝐸(𝑑𝑗,𝑗∗,𝑡	𝐻0,𝑀:⁡𝐸(𝑑𝑗,𝑗∗,𝑡	NOUN
ajeer-3666	138	23	)	)	PUNCT
ajeer-3666	139	1	=	=	SYM
ajeer-3666	139	2	0,⁡for	0,⁡for	ADP
ajeer-3666	139	3			NOUN
ajeer-3666	139	4	⁡𝑗	⁡𝑗	PROPN
ajeer-3666	139	5	,	,	PUNCT
ajeer-3666	139	6	𝑗∗	𝑗∗	PROPN
ajeer-3666	139	7	∈	∈	PROPN
ajeer-3666	139	8	𝑀	𝑀	PROPN
ajeer-3666	139	9	,	,	PUNCT
ajeer-3666	139	10	(	(	PUNCT
ajeer-3666	139	11	7	7	X
ajeer-3666	139	12	)	)	PUNCT
ajeer-3666	139	13	against	against	ADP
ajeer-3666	139	14	this	this	DET
ajeer-3666	139	15	alternative	alternative	ADJ
ajeer-3666	139	16	one	one	NUM
ajeer-3666	139	17	:	:	PUNCT
ajeer-3666	139	18	𝐻1,𝑀:⁡𝐸(𝑑𝑗,𝑗∗,𝑡	𝐻1,𝑀:⁡𝐸(𝑑𝑗,𝑗∗,𝑡	NOUN
ajeer-3666	139	19	)	)	PUNCT
ajeer-3666	139	20	≠	≠	PROPN
ajeer-3666	139	21	0	0	NUM
ajeer-3666	139	22	.	.	PUNCT
ajeer-3666	140	1	(	(	PUNCT
ajeer-3666	140	2	8)	8)	NUM
ajeer-3666	140	3	for	for	ADP
ajeer-3666	140	4	some	some	DET
ajeer-3666	140	5	𝑗	𝑗	PROPN
ajeer-3666	140	6	,	,	PUNCT
ajeer-3666	140	7	𝑗∗	𝑗∗	PROPN
ajeer-3666	140	8	∈	∈	PROPN
ajeer-3666	140	9	𝑀.	𝑀.	PROPN
ajeer-3666	140	10	the	the	DET
ajeer-3666	140	11	𝑑𝑗,𝑗∗,𝑡	𝑑𝑗,𝑗∗,𝑡	PROPN
ajeer-3666	140	12	is	be	AUX
ajeer-3666	140	13	defined	define	VERB
ajeer-3666	140	14	as	as	ADP
ajeer-3666	140	15	𝑑𝑗,𝑗∗,𝑡	𝑑𝑗,𝑗∗,𝑡	NOUN
ajeer-3666	140	16	=	=	SYM
ajeer-3666	140	17	𝐿𝐹𝑗,𝑡	𝐿𝐹𝑗,𝑡	PROPN
ajeer-3666	140	18	−	−	PROPN
ajeer-3666	140	19	𝐿𝐹𝑗∗,𝑡	𝐿𝐹𝑗∗,𝑡	NOUN
ajeer-3666	140	20	with	with	ADP
ajeer-3666	140	21	𝐿𝐹𝑗,𝑡	𝐿𝐹𝑗,𝑡	NOUN
ajeer-3666	140	22	to	to	PART
ajeer-3666	140	23	be	be	AUX
ajeer-3666	140	24	denoted	denote	VERB
ajeer-3666	140	25	either	either	CCONJ
ajeer-3666	140	26	as	as	ADP
ajeer-3666	140	27	𝐿𝐹𝑗,𝑡	𝐿𝐹𝑗,𝑡	NOUN
ajeer-3666	140	28	=	=	SYM
ajeer-3666	140	29	(	(	PUNCT
ajeer-3666	140	30	𝑂𝑉𝑋𝑡+1|𝑡	𝑂𝑉𝑋𝑡+1|𝑡	PUNCT
ajeer-3666	140	31	−	−	PRON
ajeer-3666	140	32	𝑂𝑉𝑋𝑡+1	𝑂𝑉𝑋𝑡+1	NOUN
ajeer-3666	140	33	)	)	PUNCT
ajeer-3666	140	34	2	2	NUM
ajeer-3666	140	35	or	or	CCONJ
ajeer-3666	140	36	as	as	ADP
ajeer-3666	140	37	𝐿𝐹𝑗,𝑡	𝐿𝐹𝑗,𝑡	NOUN
ajeer-3666	140	38	=	=	SYM
ajeer-3666	140	39	|𝑂𝑉𝑋𝑡+1|𝑡	|𝑂𝑉𝑋𝑡+1|𝑡	PROPN
ajeer-3666	140	40	−𝑂𝑉𝑋𝑡+1|	−𝑂𝑉𝑋𝑡+1|	NOUN
ajeer-3666	140	41	,	,	PUNCT
ajeer-3666	140	42	where	where	SCONJ
ajeer-3666	140	43	𝑂𝑉𝑋𝑡+1|𝑡	𝑂𝑉𝑋𝑡+1|𝑡	PUNCT
ajeer-3666	140	44	is	be	AUX
ajeer-3666	140	45	the	the	DET
ajeer-3666	140	46	1	1	NUM
ajeer-3666	140	47	-	-	PUNCT
ajeer-3666	140	48	day	day	NOUN
ajeer-3666	140	49	ahead	ahead	ADV
ajeer-3666	140	50	forecast	forecast	NOUN
ajeer-3666	140	51	of	of	ADP
ajeer-3666	140	52	ovx	ovx	PROPN
ajeer-3666	140	53	generated	generate	VERB
ajeer-3666	140	54	by	by	ADP
ajeer-3666	140	55	the	the	DET
ajeer-3666	140	56	𝑗𝑡ℎ	𝑗𝑡ℎ	PROPN
ajeer-3666	140	57	model	model	PROPN
ajeer-3666	140	58	.	.	PUNCT
ajeer-3666	141	1	therefore	therefore	ADV
ajeer-3666	141	2	,	,	PUNCT
ajeer-3666	141	3	this	this	DET
ajeer-3666	141	4	procedure	procedure	NOUN
ajeer-3666	141	5	is	be	AUX
ajeer-3666	141	6	repeated	repeat	VERB
ajeer-3666	141	7	until	until	SCONJ
ajeer-3666	141	8	the	the	DET
ajeer-3666	141	9	null	null	ADJ
ajeer-3666	141	10	hypothesis	hypothesis	NOUN
ajeer-3666	141	11	is	be	AUX
ajeer-3666	141	12	no	no	ADV
ajeer-3666	141	13	longer	long	ADV
ajeer-3666	141	14	rejected	reject	VERB
ajeer-3666	141	15	.	.	PUNCT
ajeer-3666	142	1	regarding	regard	VERB
ajeer-3666	142	2	the	the	DET
ajeer-3666	142	3	characteristics	characteristic	NOUN
ajeer-3666	142	4	of	of	ADP
ajeer-3666	142	5	the	the	DET
ajeer-3666	142	6	mcs	mcs	PROPN
ajeer-3666	142	7	test	test	NOUN
ajeer-3666	142	8	,	,	PUNCT
ajeer-3666	142	9	we	we	PRON
ajeer-3666	142	10	predefine	predefine	VERB
ajeer-3666	142	11	the	the	DET
ajeer-3666	142	12	level	level	NOUN
ajeer-3666	142	13	of	of	ADP
ajeer-3666	142	14	significance	significance	NOUN
ajeer-3666	142	15	𝑎	𝑎	X
ajeer-3666	142	16	=	=	SYM
ajeer-3666	142	17	0.1	0.1	NUM
ajeer-3666	142	18	and	and	CCONJ
ajeer-3666	142	19	the	the	DET
ajeer-3666	142	20	number	number	NOUN
ajeer-3666	142	21	of	of	ADP
ajeer-3666	142	22	bootstrap	bootstrap	NOUN
ajeer-3666	142	23	replications	replication	NOUN
ajeer-3666	142	24	is	be	AUX
ajeer-3666	142	25	10,000	10,000	NUM
ajeer-3666	142	26	.	.	PUNCT
ajeer-3666	143	1	6	6	NUM
ajeer-3666	143	2	.	.	X
ajeer-3666	143	3	results	result	NOUN
ajeer-3666	143	4	first	first	ADV
ajeer-3666	143	5	,	,	PUNCT
ajeer-3666	143	6	it	it	PRON
ajeer-3666	143	7	is	be	AUX
ajeer-3666	143	8	important	important	ADJ
ajeer-3666	143	9	to	to	PART
ajeer-3666	143	10	note	note	VERB
ajeer-3666	143	11	the	the	DET
ajeer-3666	143	12	relationship	relationship	NOUN
ajeer-3666	143	13	between	between	ADP
ajeer-3666	143	14	the	the	DET
ajeer-3666	143	15	dependent	dependent	ADJ
ajeer-3666	143	16	variable	variable	NOUN
ajeer-3666	143	17	,	,	PUNCT
ajeer-3666	143	18	the	the	DET
ajeer-3666	143	19	ovx	ovx	PROPN
ajeer-3666	143	20	,	,	PUNCT
ajeer-3666	143	21	and	and	CCONJ
ajeer-3666	143	22	the	the	DET
ajeer-3666	143	23	explanatory	explanatory	ADJ
ajeer-3666	143	24	variables	variable	NOUN
ajeer-3666	143	25	considered	consider	VERB
ajeer-3666	143	26	in	in	ADP
ajeer-3666	143	27	this	this	DET
ajeer-3666	143	28	study	study	NOUN
ajeer-3666	143	29	.	.	PUNCT
ajeer-3666	144	1	as	as	SCONJ
ajeer-3666	144	2	shown	show	VERB
ajeer-3666	144	3	in	in	ADP
ajeer-3666	144	4	figure	figure	NOUN
ajeer-3666	144	5	3	3	NUM
ajeer-3666	144	6	,	,	PUNCT
ajeer-3666	144	7	the	the	DET
ajeer-3666	144	8	relationship	relationship	NOUN
ajeer-3666	144	9	between	between	ADP
ajeer-3666	144	10	ovx	ovx	PROPN
ajeer-3666	144	11	and	and	CCONJ
ajeer-3666	144	12	the	the	DET
ajeer-3666	144	13	other	other	ADJ
ajeer-3666	144	14	uncertainty	uncertainty	NOUN
ajeer-3666	144	15	indicators	indicator	NOUN
ajeer-3666	144	16	does	do	AUX
ajeer-3666	144	17	not	not	PART
ajeer-3666	144	18	seem	seem	VERB
ajeer-3666	144	19	to	to	PART
ajeer-3666	144	20	be	be	AUX
ajeer-3666	144	21	linear	linear	ADJ
ajeer-3666	144	22	.	.	PUNCT
ajeer-3666	145	1	moreover	moreover	ADV
ajeer-3666	145	2	,	,	PUNCT
ajeer-3666	145	3	the	the	DET
ajeer-3666	145	4	correlation	correlation	NOUN
ajeer-3666	145	5	between	between	ADP
ajeer-3666	145	6	ovx	ovx	PROPN
ajeer-3666	145	7	and	and	CCONJ
ajeer-3666	145	8	the	the	DET
ajeer-3666	145	9	explanatory	explanatory	ADJ
ajeer-3666	145	10	variables	variable	NOUN
ajeer-3666	145	11	is	be	AUX
ajeer-3666	145	12	not	not	PART
ajeer-3666	145	13	higher	high	ADJ
ajeer-3666	145	14	than	than	ADP
ajeer-3666	145	15	51	51	NUM
ajeer-3666	145	16	%	%	NOUN
ajeer-3666	145	17	,	,	PUNCT
ajeer-3666	145	18	which	which	PRON
ajeer-3666	145	19	is	be	AUX
ajeer-3666	145	20	the	the	DET
ajeer-3666	145	21	case	case	NOUN
ajeer-3666	145	22	for	for	ADP
ajeer-3666	145	23	vix	vix	PROPN
ajeer-3666	145	24	.	.	PUNCT
ajeer-3666	146	1	figure	figure	NOUN
ajeer-3666	146	2	3	3	NUM
ajeer-3666	146	3	.	.	PUNCT
ajeer-3666	146	4	scatter	scatter	NOUN
ajeer-3666	146	5	plots	plot	NOUN
ajeer-3666	146	6	between	between	ADP
ajeer-3666	146	7	ovx	ovx	PROPN
ajeer-3666	146	8	and	and	CCONJ
ajeer-3666	146	9	each	each	PRON
ajeer-3666	146	10	of	of	ADP
ajeer-3666	146	11	the	the	DET
ajeer-3666	146	12	uncertainty	uncertainty	NOUN
ajeer-3666	146	13	indicators	indicator	NOUN
ajeer-3666	146	14	used	use	VERB
ajeer-3666	146	15	as	as	ADP
ajeer-3666	146	16	explanatory	explanatory	ADJ
ajeer-3666	146	17	variables	variable	NOUN
ajeer-3666	146	18	in	in	ADP
ajeer-3666	146	19	the	the	DET
ajeer-3666	146	20	modeling	modeling	NOUN
ajeer-3666	146	21	framework	framework	NOUN
ajeer-3666	146	22	.	.	PUNCT
ajeer-3666	147	1	in	in	ADP
ajeer-3666	147	2	addition	addition	NOUN
ajeer-3666	147	3	,	,	PUNCT
ajeer-3666	147	4	table	table	NOUN
ajeer-3666	147	5	2	2	NUM
ajeer-3666	147	6	shows	show	VERB
ajeer-3666	147	7	that	that	SCONJ
ajeer-3666	147	8	ovx	ovx	PROPN
ajeer-3666	147	9	is	be	AUX
ajeer-3666	147	10	not	not	PART
ajeer-3666	147	11	correlated	correlate	VERB
ajeer-3666	147	12	with	with	ADP
ajeer-3666	147	13	epu	epu	PROPN
ajeer-3666	147	14	or	or	CCONJ
ajeer-3666	147	15	gpr	gpr	PROPN
ajeer-3666	147	16	and	and	CCONJ
ajeer-3666	147	17	is	be	AUX
ajeer-3666	147	18	negatively	negatively	ADV
ajeer-3666	147	19	correlated	correlate	VERB
ajeer-3666	147	20	with	with	ADP
ajeer-3666	147	21	the	the	DET
ajeer-3666	147	22	ads	ad	NOUN
ajeer-3666	147	23	business	business	PROPN
ajeer-3666	147	24	index	index	PROPN
ajeer-3666	147	25	.	.	PUNCT
ajeer-3666	148	1	table	table	NOUN
ajeer-3666	148	2	2	2	NUM
ajeer-3666	148	3	.	.	PUNCT
ajeer-3666	148	4	correlation	correlation	NOUN
ajeer-3666	148	5	matrix	matrix	NOUN
ajeer-3666	148	6	.	.	PUNCT
ajeer-3666	149	1	ovx	ovx	PROPN
ajeer-3666	149	2	vix	vix	PROPN
ajeer-3666	149	3	gvz	gvz	PROPN
ajeer-3666	149	4	tyvix	tyvix	PROPN
ajeer-3666	149	5	epu	epu	PROPN
ajeer-3666	149	6	gpr	gpr	PROPN
ajeer-3666	149	7	ads	ad	NOUN
ajeer-3666	149	8	ovx	ovx	ADP
ajeer-3666	149	9	1.00	1.00	NUM
ajeer-3666	149	10	0.51	0.51	NUM
ajeer-3666	149	11	0.32	0.32	NUM
ajeer-3666	149	12	0.34	0.34	NUM
ajeer-3666	149	13	0.03	0.03	NUM
ajeer-3666	149	14	0.04	0.04	NUM
ajeer-3666	149	15	-0.27	-0.27	X
ajeer-3666	149	16	vix	vix	PROPN
ajeer-3666	149	17	0.51	0.51	NUM
ajeer-3666	149	18	1.00	1.00	NUM
ajeer-3666	149	19	0.63	0.63	NUM
ajeer-3666	149	20	0.57	0.57	NUM
ajeer-3666	149	21	0.34	0.34	NUM
ajeer-3666	149	22	-0.12	-0.12	NUM
ajeer-3666	149	23	0.10	0.10	NUM
ajeer-3666	149	24	gvz	gvz	NOUN
ajeer-3666	149	25	0.32	0.32	NUM
ajeer-3666	149	26	0.63	0.63	NUM
ajeer-3666	149	27	1.00	1.00	NUM
ajeer-3666	149	28	0.68	0.68	NUM
ajeer-3666	149	29	0.23	0.23	NUM
ajeer-3666	149	30	-0.17	-0.17	NUM
ajeer-3666	149	31	0.13	0.13	NUM
ajeer-3666	149	32	tyvix	tyvix	NOUN
ajeer-3666	149	33	0.34	0.34	NUM
ajeer-3666	149	34	0.57	0.57	NUM
ajeer-3666	149	35	0.68	0.68	NUM
ajeer-3666	149	36	1.00	1.00	NUM
ajeer-3666	149	37	0.27	0.27	NUM
ajeer-3666	149	38	-0.12	-0.12	NUM
ajeer-3666	149	39	0.13	0.13	NUM
ajeer-3666	149	40	epu	epu	NOUN
ajeer-3666	149	41	0.03	0.03	NUM
ajeer-3666	149	42	0.34	0.34	NUM
ajeer-3666	149	43	0.23	0.23	NUM
ajeer-3666	149	44	0.27	0.27	NUM
ajeer-3666	149	45	1.00	1.00	NUM
ajeer-3666	149	46	-0.14	-0.14	NUM
ajeer-3666	149	47	0.12	0.12	NUM
ajeer-3666	149	48	gpr	gpr	PROPN
ajeer-3666	149	49	0.04	0.04	NUM
ajeer-3666	149	50	-0.12	-0.12	NUM
ajeer-3666	149	51	-0.17	-0.17	PROPN
ajeer-3666	149	52	-0.12	-0.12	NUM
ajeer-3666	149	53	-0.14	-0.14	NUM
ajeer-3666	149	54	1.00	1.00	NUM
ajeer-3666	149	55	-0.02	-0.02	NUM
ajeer-3666	149	56	ads	ad	NOUN
ajeer-3666	149	57	-0.27	-0.27	NOUN
ajeer-3666	149	58	0.10	0.10	NUM
ajeer-3666	149	59	0.13	0.13	NUM
ajeer-3666	149	60	0.13	0.13	NUM
ajeer-3666	149	61	0.12	0.12	NUM
ajeer-3666	149	62	-0.02	-0.02	NUM
ajeer-3666	149	63	1.00	1.00	NUM
ajeer-3666	149	64	asian	asian	ADJ
ajeer-3666	149	65	journal	journal	NOUN
ajeer-3666	149	66	of	of	ADP
ajeer-3666	149	67	economics	economic	NOUN
ajeer-3666	149	68	and	and	CCONJ
ajeer-3666	149	69	empirical	empirical	ADJ
ajeer-3666	149	70	research	research	NOUN
ajeer-3666	149	71	,	,	PUNCT
ajeer-3666	149	72	2022	2022	NUM
ajeer-3666	149	73	,	,	PUNCT
ajeer-3666	149	74	9(1	9(1	NUM
ajeer-3666	149	75	):	):	PUNCT
ajeer-3666	149	76	13	13	NUM
ajeer-3666	149	77	-	-	SYM
ajeer-3666	149	78	20	20	NUM
ajeer-3666	149	79	18	18	NUM
ajeer-3666	149	80	©	©	PROPN
ajeer-3666	149	81	2022	2022	NUM
ajeer-3666	149	82	by	by	ADP
ajeer-3666	149	83	the	the	DET
ajeer-3666	149	84	authors	author	NOUN
ajeer-3666	149	85	;	;	PUNCT
ajeer-3666	149	86	licensee	licensee	PROPN
ajeer-3666	149	87	asian	asian	ADJ
ajeer-3666	149	88	online	online	PROPN
ajeer-3666	149	89	journal	journal	PROPN
ajeer-3666	149	90	publishing	publishing	NOUN
ajeer-3666	149	91	group	group	NOUN
ajeer-3666	149	92	table	table	NOUN
ajeer-3666	149	93	3	3	NUM
ajeer-3666	149	94	.	.	PUNCT
ajeer-3666	149	95	models	model	NOUN
ajeer-3666	149	96	’	'	PUNCT
ajeer-3666	149	97	estimations	estimation	NOUN
ajeer-3666	149	98	.	.	PUNCT
ajeer-3666	150	1	individual	individual	ADJ
ajeer-3666	150	2	model	model	PROPN
ajeer-3666	150	3	adl	adl	PROPN
ajeer-3666	150	4	vix	vix	PROPN
ajeer-3666	150	5	gvz	gvz	PROPN
ajeer-3666	150	6	tyvix	tyvix	PROPN
ajeer-3666	150	7	epu	epu	PROPN
ajeer-3666	150	8	gpr	gpr	PROPN
ajeer-3666	150	9	ads	ad	NOUN
ajeer-3666	150	10	all	all	DET
ajeer-3666	150	11	-	-	PUNCT
ajeer-3666	150	12	variables	variable	NOUN
ajeer-3666	150	13	intercept	intercept	VERB
ajeer-3666	150	14	0.04485	0.04485	NUM
ajeer-3666	150	15	*	*	PUNCT
ajeer-3666	150	16	*	*	PUNCT
ajeer-3666	150	17	*	*	PUNCT
ajeer-3666	150	18	0.04099	0.04099	NUM
ajeer-3666	150	19	*	*	PUNCT
ajeer-3666	150	20	*	*	PUNCT
ajeer-3666	150	21	*	*	PUNCT
ajeer-3666	150	22	0.04643	0.04643	NUM
ajeer-3666	150	23	*	*	PUNCT
ajeer-3666	150	24	*	*	PUNCT
ajeer-3666	150	25	*	*	PUNCT
ajeer-3666	150	26	0.04350	0.04350	NUM
ajeer-3666	150	27	*	*	PUNCT
ajeer-3666	150	28	*	*	PUNCT
ajeer-3666	150	29	*	*	PUNCT
ajeer-3666	150	30	0.04636	0.04636	NUM
ajeer-3666	150	31	*	*	PUNCT
ajeer-3666	150	32	*	*	PUNCT
ajeer-3666	150	33	*	*	PUNCT
ajeer-3666	150	34	0.04871	0.04871	PUNCT
ajeer-3666	150	35	*	*	PUNCT
ajeer-3666	150	36	*	*	PUNCT
ajeer-3666	150	37	*	*	PUNCT
ajeer-3666	150	38	0.04800	0.04800	NUM
ajeer-3666	150	39	*	*	PUNCT
ajeer-3666	150	40	*	*	PUNCT
ajeer-3666	150	41	*	*	PUNCT
ajeer-3666	150	42	0.05468	0.05468	PUNCT
ajeer-3666	150	43	*	*	PUNCT
ajeer-3666	150	44	*	*	PUNCT
ajeer-3666	150	45	*	*	PUNCT
ajeer-3666	150	46	(	(	PUNCT
ajeer-3666	150	47	-0.01108	-0.01108	NOUN
ajeer-3666	150	48	)	)	PUNCT
ajeer-3666	150	49	(	(	PUNCT
ajeer-3666	150	50	0.01178	0.01178	NUM
ajeer-3666	150	51	)	)	PUNCT
ajeer-3666	150	52	(	(	PUNCT
ajeer-3666	150	53	0.01296	0.01296	NUM
ajeer-3666	150	54	)	)	PUNCT
ajeer-3666	150	55	(	(	PUNCT
ajeer-3666	150	56	0.01151	0.01151	NUM
ajeer-3666	150	57	)	)	PUNCT
ajeer-3666	150	58	(	(	PUNCT
ajeer-3666	150	59	0.01112	0.01112	NUM
ajeer-3666	150	60	)	)	PUNCT
ajeer-3666	150	61	(	(	PUNCT
ajeer-3666	150	62	0.01133	0.01133	NUM
ajeer-3666	150	63	)	)	PUNCT
ajeer-3666	150	64	(	(	PUNCT
ajeer-3666	150	65	0.01140	0.01140	NUM
ajeer-3666	150	66	)	)	PUNCT
ajeer-3666	150	67	(	(	PUNCT
ajeer-3666	150	68	0.01372	0.01372	NUM
ajeer-3666	150	69	)	)	PUNCT
ajeer-3666	150	70	log(ovx	log(ovx	NOUN
ajeer-3666	150	71	)	)	PUNCT
ajeer-3666	150	72	1	1	NUM
ajeer-3666	150	73	lag	lag	VERB
ajeer-3666	150	74	0.98704	0.98704	NUM
ajeer-3666	150	75	*	*	PUNCT
ajeer-3666	150	76	*	*	PUNCT
ajeer-3666	150	77	*	*	PUNCT
ajeer-3666	150	78	0.98519	0.98519	NUM
ajeer-3666	150	79	*	*	PUNCT
ajeer-3666	150	80	*	*	PUNCT
ajeer-3666	150	81	*	*	PUNCT
ajeer-3666	150	82	0.98728	0.98728	NUM
ajeer-3666	150	83	*	*	PUNCT
ajeer-3666	150	84	*	*	PUNCT
ajeer-3666	150	85	*	*	PUNCT
ajeer-3666	150	86	0.98651	0.98651	NUM
ajeer-3666	150	87	*	*	PUNCT
ajeer-3666	150	88	*	*	PUNCT
ajeer-3666	150	89	*	*	PUNCT
ajeer-3666	150	90	0.98739	0.98739	NUM
ajeer-3666	150	91	*	*	PUNCT
ajeer-3666	150	92	*	*	PUNCT
ajeer-3666	150	93	*	*	NOUN
ajeer-3666	150	94	0.98716	0.98716	NOUN
ajeer-3666	150	95	*	*	PUNCT
ajeer-3666	150	96	*	*	PUNCT
ajeer-3666	150	97	*	*	NOUN
ajeer-3666	150	98	0.98603	0.98603	NUM
ajeer-3666	150	99	*	*	PUNCT
ajeer-3666	150	100	*	*	PUNCT
ajeer-3666	150	101	*	*	PUNCT
ajeer-3666	150	102	0.98247	0.98247	PUNCT
ajeer-3666	150	103	*	*	PUNCT
ajeer-3666	150	104	*	*	PUNCT
ajeer-3666	150	105	*	*	PUNCT
ajeer-3666	150	106	(	(	PUNCT
ajeer-3666	150	107	0.00319	0.00319	NUM
ajeer-3666	150	108	)	)	PUNCT
ajeer-3666	150	109	(	(	PUNCT
ajeer-3666	150	110	0.00372	0.00372	NUM
ajeer-3666	150	111	)	)	PUNCT
ajeer-3666	150	112	(	(	PUNCT
ajeer-3666	150	113	0.00335	0.00335	NUM
ajeer-3666	150	114	)	)	PUNCT
ajeer-3666	150	115	(	(	PUNCT
ajeer-3666	150	116	0.00342	0.00342	NUM
ajeer-3666	150	117	)	)	PUNCT
ajeer-3666	150	118	(	(	PUNCT
ajeer-3666	150	119	0.00319	0.00319	NUM
ajeer-3666	150	120	)	)	PUNCT
ajeer-3666	150	121	(	(	PUNCT
ajeer-3666	150	122	0.00319	0.00319	NUM
ajeer-3666	150	123	)	)	PUNCT
ajeer-3666	150	124	(	(	PUNCT
ajeer-3666	150	125	0.00330	0.00330	NUM
ajeer-3666	150	126	)	)	PUNCT
ajeer-3666	150	127	(	(	PUNCT
ajeer-3666	150	128	0.00406	0.00406	NUM
ajeer-3666	150	129	)	)	PUNCT
ajeer-3666	150	130	log(vix	log(vix	NOUN
ajeer-3666	150	131	)	)	PUNCT
ajeer-3666	150	132	1	1	NUM
ajeer-3666	150	133	lag	lag	VERB
ajeer-3666	150	134	0.00368	0.00368	NUM
ajeer-3666	150	135	0.00865	0.00865	NUM
ajeer-3666	150	136	*	*	SYM
ajeer-3666	150	137	(	(	PUNCT
ajeer-3666	150	138	0.00379	0.00379	NUM
ajeer-3666	150	139	)	)	PUNCT
ajeer-3666	150	140	(	(	PUNCT
ajeer-3666	150	141	0.00478	0.00478	NUM
ajeer-3666	150	142	)	)	PUNCT
ajeer-3666	150	143	log(gvz	log(gvz	NOUN
ajeer-3666	150	144	)	)	PUNCT
ajeer-3666	150	145	1	1	NUM
ajeer-3666	150	146	lag	lag	NOUN
ajeer-3666	150	147	-0.00085	-0.00085	NOUN
ajeer-3666	150	148	-0.00710	-0.00710	NOUN
ajeer-3666	150	149	(	(	PUNCT
ajeer-3666	150	150	0.00364	0.00364	NUM
ajeer-3666	150	151	)	)	PUNCT
ajeer-3666	150	152	(	(	PUNCT
ajeer-3666	150	153	0.00538	0.00538	NUM
ajeer-3666	150	154	)	)	PUNCT
ajeer-3666	150	155	log(tyvix	log(tyvix	NOUN
ajeer-3666	150	156	)	)	PUNCT
ajeer-3666	150	157	1	1	NUM
ajeer-3666	150	158	lag	lag	VERB
ajeer-3666	150	159	0.00192	0.00192	NUM
ajeer-3666	150	160	0.00606	0.00606	NUM
ajeer-3666	150	161	(	(	PUNCT
ajeer-3666	150	162	0.00441	0.00441	NUM
ajeer-3666	150	163	)	)	PUNCT
ajeer-3666	150	164	(	(	PUNCT
ajeer-3666	150	165	0.00627	0.00627	NUM
ajeer-3666	150	166	)	)	PUNCT
ajeer-3666	150	167	epu	epu	NOUN
ajeer-3666	150	168	1	1	NUM
ajeer-3666	150	169	lag	lag	NOUN
ajeer-3666	150	170	-0.00003	-0.00003	NOUN
ajeer-3666	150	171	-0.00004	-0.00004	NOUN
ajeer-3666	150	172	*	*	PUNCT
ajeer-3666	150	173	*	*	PUNCT
ajeer-3666	150	174	(	(	PUNCT
ajeer-3666	150	175	0.00002	0.00002	NUM
ajeer-3666	150	176	)	)	PUNCT
ajeer-3666	150	177	(	(	PUNCT
ajeer-3666	150	178	0.00002	0.00002	NUM
ajeer-3666	150	179	)	)	PUNCT
ajeer-3666	150	180	gpr	gpr	PROPN
ajeer-3666	150	181	1	1	NUM
ajeer-3666	150	182	lag	lag	NOUN
ajeer-3666	150	183	-0.00004	-0.00004	NOUN
ajeer-3666	150	184	*	*	PUNCT
ajeer-3666	151	1	-0.00005	-0.00005	PUNCT
ajeer-3666	151	2	*	*	PUNCT
ajeer-3666	151	3	(	(	PUNCT
ajeer-3666	151	4	0.00003	0.00003	NUM
ajeer-3666	151	5	)	)	PUNCT
ajeer-3666	151	6	(	(	PUNCT
ajeer-3666	151	7	0.00003	0.00003	NUM
ajeer-3666	151	8	)	)	PUNCT
ajeer-3666	151	9	ads	ad	NOUN
ajeer-3666	151	10	1	1	NUM
ajeer-3666	151	11	lag	lag	NOUN
ajeer-3666	151	12	-0.00372	-0.00372	NOUN
ajeer-3666	151	13	-0.00420	-0.00420	NOUN
ajeer-3666	151	14	(	(	PUNCT
ajeer-3666	151	15	0.00313	0.00313	NUM
ajeer-3666	151	16	)	)	PUNCT
ajeer-3666	151	17	(	(	PUNCT
ajeer-3666	151	18	0.00327	0.00327	NUM
ajeer-3666	151	19	)	)	PUNCT
ajeer-3666	151	20	r^2	r^2	VERB
ajeer-3666	151	21	0.97439	0.97439	NUM
ajeer-3666	151	22	0.97440	0.97440	NUM
ajeer-3666	151	23	0.97439	0.97439	NUM
ajeer-3666	151	24	0.97439	0.97439	NUM
ajeer-3666	151	25	0.97442	0.97442	NUM
ajeer-3666	151	26	0.97442	0.97442	NUM
ajeer-3666	151	27	0.97441	0.97441	NUM
ajeer-3666	151	28	0.97451	0.97451	NUM
ajeer-3666	151	29	adjusted	adjust	VERB
ajeer-3666	151	30	r^2	r^2	NOUN
ajeer-3666	151	31	0.97438	0.97438	NUM
ajeer-3666	151	32	0.97438	0.97438	NUM
ajeer-3666	151	33	0.97437	0.97437	NUM
ajeer-3666	151	34	0.97437	0.97437	NUM
ajeer-3666	151	35	0.97440	0.97440	NUM
ajeer-3666	151	36	0.97440	0.97440	NUM
ajeer-3666	151	37	0.97439	0.97439	NUM
ajeer-3666	151	38	0.97444	0.97444	NUM
ajeer-3666	151	39	ll	ll	NOUN
ajeer-3666	151	40	4066.85090	4066.85090	NOUN
ajeer-3666	151	41	4067.32246	4067.32246	NUM
ajeer-3666	152	1	4066.87857	4066.87857	NUM
ajeer-3666	152	2	4066.94522	4066.94522	NOUN
ajeer-3666	153	1	4068.15174	4068.15174	INTJ
ajeer-3666	154	1	4068.20648	4068.20648	ADV
ajeer-3666	154	2	4067.55525	4067.55525	INTJ
ajeer-3666	155	1	4072.73837	4072.73837	NUM
ajeer-3666	155	2	aic	aic	PROPN
ajeer-3666	156	1	-8129.70181	-8129.70181	INTJ
ajeer-3666	156	2	-8128.64492	-8128.64492	PROPN
ajeer-3666	156	3	-8127.75714	-8127.75714	INTJ
ajeer-3666	156	4	-8127.89044	-8127.89044	VERB
ajeer-3666	156	5	-8130.30348	-8130.30348	INTJ
ajeer-3666	156	6	-8130.41296	-8130.41296	INTJ
ajeer-3666	156	7	-8129.11049	-8129.11049	PRON
ajeer-3666	157	1	-8129.47674	-8129.47674	PUNCT
ajeer-3666	157	2	bic	bic	PROPN
ajeer-3666	157	3	-8118.03619	-8118.03619	INTJ
ajeer-3666	157	4	-8111.14649	-8111.14649	NOUN
ajeer-3666	157	5	-8110.25872	-8110.25872	INTJ
ajeer-3666	157	6	-8110.39202	-8110.39202	PROPN
ajeer-3666	157	7	-8112.80505	-8112.80505	PROPN
ajeer-3666	158	1	-8112.91454	-8112.91454	PUNCT
ajeer-3666	158	2	-8111.61207	-8111.61207	PROPN
ajeer-3666	158	3	-8082.81428	-8082.81428	PUNCT
ajeer-3666	158	4	note	note	NOUN
ajeer-3666	158	5	:	:	PUNCT
ajeer-3666	158	6	results	result	NOUN
ajeer-3666	158	7	of	of	ADP
ajeer-3666	158	8	the	the	DET
ajeer-3666	158	9	estimations	estimation	NOUN
ajeer-3666	158	10	for	for	ADP
ajeer-3666	158	11	all	all	DET
ajeer-3666	158	12	models	model	NOUN
ajeer-3666	158	13	implemented	implement	VERB
ajeer-3666	158	14	in	in	ADP
ajeer-3666	158	15	the	the	DET
ajeer-3666	158	16	empirical	empirical	ADJ
ajeer-3666	158	17	analysis	analysis	NOUN
ajeer-3666	158	18	.	.	PUNCT
ajeer-3666	159	1	in	in	ADP
ajeer-3666	159	2	the	the	DET
ajeer-3666	159	3	parentheses	parenthesis	NOUN
ajeer-3666	159	4	,	,	PUNCT
ajeer-3666	159	5	the	the	DET
ajeer-3666	159	6	standard	standard	ADJ
ajeer-3666	159	7	errors	error	NOUN
ajeer-3666	159	8	are	be	AUX
ajeer-3666	159	9	presented	present	VERB
ajeer-3666	159	10	.	.	PUNCT
ajeer-3666	160	1	one	one	NUM
ajeer-3666	160	2	,	,	PUNCT
ajeer-3666	160	3	two	two	NUM
ajeer-3666	160	4	and	and	CCONJ
ajeer-3666	160	5	three	three	NUM
ajeer-3666	160	6	asterisks	asterisk	NOUN
ajeer-3666	160	7	denote	denote	VERB
ajeer-3666	160	8	rejection	rejection	NOUN
ajeer-3666	160	9	of	of	ADP
ajeer-3666	160	10	the	the	DET
ajeer-3666	160	11	null	null	ADJ
ajeer-3666	160	12	hypothesis	hypothesis	NOUN
ajeer-3666	160	13	of	of	ADP
ajeer-3666	160	14	a	a	DET
ajeer-3666	160	15	zero	zero	NUM
ajeer-3666	160	16	coefficient	coefficient	NOUN
ajeer-3666	160	17	at	at	ADP
ajeer-3666	160	18	the	the	DET
ajeer-3666	160	19	1	1	NUM
ajeer-3666	160	20	%	%	NOUN
ajeer-3666	160	21	,	,	PUNCT
ajeer-3666	160	22	5	5	NUM
ajeer-3666	160	23	%	%	NOUN
ajeer-3666	160	24	and	and	CCONJ
ajeer-3666	160	25	10	10	NUM
ajeer-3666	160	26	%	%	NOUN
ajeer-3666	160	27	level	level	NOUN
ajeer-3666	160	28	,	,	PUNCT
ajeer-3666	160	29	respectively	respectively	ADV
ajeer-3666	160	30	.	.	PUNCT
ajeer-3666	161	1	asian	asian	ADJ
ajeer-3666	161	2	journal	journal	PROPN
ajeer-3666	161	3	of	of	ADP
ajeer-3666	161	4	economics	economic	NOUN
ajeer-3666	161	5	and	and	CCONJ
ajeer-3666	161	6	empirical	empirical	ADJ
ajeer-3666	161	7	research	research	NOUN
ajeer-3666	161	8	,	,	PUNCT
ajeer-3666	161	9	2022	2022	NUM
ajeer-3666	161	10	,	,	PUNCT
ajeer-3666	161	11	9(1	9(1	NUM
ajeer-3666	161	12	):	):	PUNCT
ajeer-3666	161	13	13	13	NUM
ajeer-3666	161	14	-	-	SYM
ajeer-3666	161	15	20	20	NUM
ajeer-3666	161	16	19	19	NUM
ajeer-3666	161	17	©	©	PROPN
ajeer-3666	161	18	2022	2022	NUM
ajeer-3666	161	19	by	by	ADP
ajeer-3666	161	20	the	the	DET
ajeer-3666	161	21	authors	author	NOUN
ajeer-3666	161	22	;	;	PUNCT
ajeer-3666	161	23	licensee	licensee	PROPN
ajeer-3666	161	24	asian	asian	ADJ
ajeer-3666	161	25	online	online	PROPN
ajeer-3666	161	26	journal	journal	PROPN
ajeer-3666	161	27	publishing	publishing	NOUN
ajeer-3666	161	28	group	group	NOUN
ajeer-3666	161	29	table	table	NOUN
ajeer-3666	161	30	4	4	NUM
ajeer-3666	161	31	.	.	PUNCT
ajeer-3666	161	32	out	out	ADP
ajeer-3666	161	33	-	-	PUNCT
ajeer-3666	161	34	of	of	ADP
ajeer-3666	161	35	-	-	PUNCT
ajeer-3666	161	36	sample	sample	NOUN
ajeer-3666	161	37	results	result	NOUN
ajeer-3666	161	38	.	.	PUNCT
ajeer-3666	162	1	mspe	mspe	INTJ
ajeer-3666	162	2	mcs	mcs	PROPN
ajeer-3666	162	3	(	(	PUNCT
ajeer-3666	162	4	squared	square	VERB
ajeer-3666	162	5	errors	error	NOUN
ajeer-3666	162	6	)	)	PUNCT
ajeer-3666	162	7	mae	mae	PROPN
ajeer-3666	162	8	mcs	mcs	PROPN
ajeer-3666	162	9	(	(	PUNCT
ajeer-3666	162	10	absolute	absolute	ADJ
ajeer-3666	162	11	errors	error	NOUN
ajeer-3666	162	12	)	)	PUNCT
ajeer-3666	162	13	rw	rw	NOUN
ajeer-3666	162	14	3.379	3.379	NUM
ajeer-3666	162	15	0.705	0.705	NUM
ajeer-3666	162	16	1.204	1.204	NUM
ajeer-3666	162	17	0.819	0.819	NUM
ajeer-3666	162	18	adl	adl	PROPN
ajeer-3666	162	19	3.367	3.367	NUM
ajeer-3666	162	20	0.705	0.705	NUM
ajeer-3666	162	21	1.203	1.203	NUM
ajeer-3666	162	22	0.768	0.768	NUM
ajeer-3666	162	23	model	model	NOUN
ajeer-3666	162	24	vix	vix	PROPN
ajeer-3666	162	25	3.375	3.375	NUM
ajeer-3666	162	26	0.540	0.540	NUM
ajeer-3666	162	27	1.209	1.209	NUM
ajeer-3666	162	28	0.050	0.050	NUM
ajeer-3666	162	29	model	model	NOUN
ajeer-3666	162	30	gvz	gvz	PROPN
ajeer-3666	162	31	3.378	3.378	NUM
ajeer-3666	162	32	0.540	0.540	NUM
ajeer-3666	162	33	1.201	1.201	NUM
ajeer-3666	162	34	0.875	0.875	NUM
ajeer-3666	162	35	model	model	NOUN
ajeer-3666	162	36	tyvix	tyvix	NOUN
ajeer-3666	162	37	3.380	3.380	NUM
ajeer-3666	162	38	0.256	0.256	NUM
ajeer-3666	162	39	1.205	1.205	NUM
ajeer-3666	162	40	0.324	0.324	NUM
ajeer-3666	162	41	model	model	NOUN
ajeer-3666	162	42	epu	epu	NOUN
ajeer-3666	162	43	3.361	3.361	NUM
ajeer-3666	162	44	1.000	1.000	NUM
ajeer-3666	162	45	1.201	1.201	NUM
ajeer-3666	162	46	1.000	1.000	NUM
ajeer-3666	162	47	model	model	NOUN
ajeer-3666	162	48	gpr	gpr	PROPN
ajeer-3666	162	49	3.361	3.361	NUM
ajeer-3666	162	50	0.974	0.974	NUM
ajeer-3666	162	51	1.203	1.203	NUM
ajeer-3666	162	52	0.819	0.819	NUM
ajeer-3666	162	53	model	model	NOUN
ajeer-3666	162	54	ads	ad	NOUN
ajeer-3666	162	55	3.366	3.366	NUM
ajeer-3666	162	56	0.705	0.705	NUM
ajeer-3666	162	57	1.204	1.204	NUM
ajeer-3666	162	58	0.745	0.745	NUM
ajeer-3666	162	59	model	model	NOUN
ajeer-3666	162	60	all	all	PRON
ajeer-3666	162	61	3.373	3.373	NUM
ajeer-3666	162	62	0.705	0.705	NUM
ajeer-3666	162	63	1.206	1.206	NUM
ajeer-3666	162	64	0.324	0.324	NUM
ajeer-3666	162	65	regarding	regard	VERB
ajeer-3666	162	66	the	the	DET
ajeer-3666	162	67	models	model	NOUN
ajeer-3666	162	68	applied	apply	VERB
ajeer-3666	162	69	in	in	ADP
ajeer-3666	162	70	this	this	DET
ajeer-3666	162	71	study	study	NOUN
ajeer-3666	162	72	,	,	PUNCT
ajeer-3666	162	73	the	the	DET
ajeer-3666	162	74	results	result	NOUN
ajeer-3666	162	75	for	for	ADP
ajeer-3666	162	76	the	the	DET
ajeer-3666	162	77	corresponding	corresponding	ADJ
ajeer-3666	162	78	coefficients	coefficient	NOUN
ajeer-3666	162	79	are	be	AUX
ajeer-3666	162	80	shown	show	VERB
ajeer-3666	162	81	in	in	ADP
ajeer-3666	162	82	table	table	NOUN
ajeer-3666	162	83	3	3	NUM
ajeer-3666	162	84	.	.	PUNCT
ajeer-3666	163	1	it	it	PRON
ajeer-3666	163	2	is	be	AUX
ajeer-3666	163	3	obvious	obvious	ADJ
ajeer-3666	163	4	that	that	SCONJ
ajeer-3666	163	5	the	the	DET
ajeer-3666	163	6	one	one	NUM
ajeer-3666	163	7	-	-	PUNCT
ajeer-3666	163	8	lagged	lag	VERB
ajeer-3666	163	9	variable	variable	NOUN
ajeer-3666	163	10	of	of	ADP
ajeer-3666	163	11	ovx	ovx	PROPN
ajeer-3666	163	12	is	be	AUX
ajeer-3666	163	13	always	always	ADV
ajeer-3666	163	14	statistically	statistically	ADV
ajeer-3666	163	15	significant	significant	ADJ
ajeer-3666	163	16	at	at	ADP
ajeer-3666	163	17	1	1	NUM
ajeer-3666	163	18	%	%	NOUN
ajeer-3666	163	19	.	.	PUNCT
ajeer-3666	164	1	moreover	moreover	ADV
ajeer-3666	164	2	,	,	PUNCT
ajeer-3666	164	3	we	we	PRON
ajeer-3666	164	4	can	can	AUX
ajeer-3666	164	5	see	see	VERB
ajeer-3666	164	6	that	that	SCONJ
ajeer-3666	164	7	only	only	ADV
ajeer-3666	164	8	gpr	gpr	PROPN
ajeer-3666	164	9	is	be	AUX
ajeer-3666	164	10	statistically	statistically	ADV
ajeer-3666	164	11	significant	significant	ADJ
ajeer-3666	164	12	at	at	ADP
ajeer-3666	164	13	10	10	NUM
ajeer-3666	164	14	%	%	NOUN
ajeer-3666	164	15	,	,	PUNCT
ajeer-3666	164	16	when	when	SCONJ
ajeer-3666	164	17	referring	refer	VERB
ajeer-3666	164	18	to	to	ADP
ajeer-3666	164	19	the	the	DET
ajeer-3666	164	20	individual	individual	ADJ
ajeer-3666	164	21	models	model	NOUN
ajeer-3666	164	22	.	.	PUNCT
ajeer-3666	165	1	however	however	ADV
ajeer-3666	165	2	,	,	PUNCT
ajeer-3666	165	3	when	when	SCONJ
ajeer-3666	165	4	we	we	PRON
ajeer-3666	165	5	include	include	VERB
ajeer-3666	165	6	all	all	DET
ajeer-3666	165	7	exogenous	exogenous	ADJ
ajeer-3666	165	8	variables	variable	NOUN
ajeer-3666	165	9	in	in	ADP
ajeer-3666	165	10	the	the	DET
ajeer-3666	165	11	model	model	NOUN
ajeer-3666	165	12	,	,	PUNCT
ajeer-3666	165	13	not	not	PART
ajeer-3666	165	14	only	only	ADV
ajeer-3666	165	15	the	the	DET
ajeer-3666	165	16	coefficient	coefficient	NOUN
ajeer-3666	165	17	of	of	ADP
ajeer-3666	165	18	gpr	gpr	PROPN
ajeer-3666	165	19	but	but	CCONJ
ajeer-3666	165	20	also	also	ADV
ajeer-3666	165	21	those	those	PRON
ajeer-3666	165	22	of	of	ADP
ajeer-3666	165	23	epu	epu	PROPN
ajeer-3666	165	24	and	and	CCONJ
ajeer-3666	165	25	vix	vix	PROPN
ajeer-3666	165	26	are	be	AUX
ajeer-3666	165	27	statistically	statistically	ADV
ajeer-3666	165	28	significant	significant	ADJ
ajeer-3666	165	29	,	,	PUNCT
ajeer-3666	165	30	which	which	PRON
ajeer-3666	165	31	provides	provide	VERB
ajeer-3666	165	32	a	a	DET
ajeer-3666	165	33	clue	clue	NOUN
ajeer-3666	165	34	to	to	ADP
ajeer-3666	165	35	the	the	DET
ajeer-3666	165	36	potential	potential	ADJ
ajeer-3666	165	37	predicting	predict	VERB
ajeer-3666	165	38	information	information	NOUN
ajeer-3666	165	39	these	these	DET
ajeer-3666	165	40	uncertainty	uncertainty	NOUN
ajeer-3666	165	41	indicators	indicator	NOUN
ajeer-3666	165	42	offer	offer	VERB
ajeer-3666	165	43	on	on	ADP
ajeer-3666	165	44	ovx	ovx	PROPN
ajeer-3666	165	45	.	.	PUNCT
ajeer-3666	166	1	moreover	moreover	ADV
ajeer-3666	166	2	,	,	PUNCT
ajeer-3666	166	3	this	this	DET
ajeer-3666	166	4	model	model	NOUN
ajeer-3666	166	5	presents	present	VERB
ajeer-3666	166	6	the	the	DET
ajeer-3666	166	7	highest	high	ADJ
ajeer-3666	166	8	𝑅2	𝑅2	NOUN
ajeer-3666	166	9	in	in	ADP
ajeer-3666	166	10	comparison	comparison	NOUN
ajeer-3666	166	11	with	with	ADP
ajeer-3666	166	12	the	the	DET
ajeer-3666	166	13	other	other	ADJ
ajeer-3666	166	14	models	model	NOUN
ajeer-3666	166	15	.	.	PUNCT
ajeer-3666	167	1	in	in	ADP
ajeer-3666	167	2	this	this	DET
ajeer-3666	167	3	study	study	NOUN
ajeer-3666	167	4	,	,	PUNCT
ajeer-3666	167	5	we	we	PRON
ajeer-3666	167	6	assess	assess	VERB
ajeer-3666	167	7	several	several	ADJ
ajeer-3666	167	8	indicators	indicator	NOUN
ajeer-3666	167	9	’	’	PART
ajeer-3666	167	10	ability	ability	NOUN
ajeer-3666	167	11	to	to	PART
ajeer-3666	167	12	predict	predict	VERB
ajeer-3666	167	13	ovx	ovx	PROPN
ajeer-3666	167	14	,	,	PUNCT
ajeer-3666	167	15	focusing	focus	VERB
ajeer-3666	167	16	on	on	ADP
ajeer-3666	167	17	an	an	DET
ajeer-3666	167	18	out	out	ADJ
ajeer-3666	167	19	-	-	PUNCT
ajeer-3666	167	20	of	of	ADP
ajeer-3666	167	21	-	-	PUNCT
ajeer-3666	167	22	sample	sample	NOUN
ajeer-3666	167	23	investigation	investigation	NOUN
ajeer-3666	167	24	,	,	PUNCT
ajeer-3666	167	25	as	as	SCONJ
ajeer-3666	167	26	extensively	extensively	ADV
ajeer-3666	167	27	described	describe	VERB
ajeer-3666	167	28	in	in	ADP
ajeer-3666	167	29	section	section	NOUN
ajeer-3666	167	30	4.3	4.3	NUM
ajeer-3666	167	31	.	.	PUNCT
ajeer-3666	168	1	after	after	ADP
ajeer-3666	168	2	generating	generate	VERB
ajeer-3666	168	3	the	the	DET
ajeer-3666	168	4	1	1	NUM
ajeer-3666	168	5	-	-	PUNCT
ajeer-3666	168	6	day	day	NOUN
ajeer-3666	168	7	ahead	ahead	ADV
ajeer-3666	168	8	forecasts	forecast	NOUN
ajeer-3666	168	9	of	of	ADP
ajeer-3666	168	10	ovx	ovx	PROPN
ajeer-3666	168	11	,	,	PUNCT
ajeer-3666	168	12	we	we	PRON
ajeer-3666	168	13	evaluate	evaluate	VERB
ajeer-3666	168	14	the	the	DET
ajeer-3666	168	15	forecasting	forecasting	NOUN
ajeer-3666	168	16	performance	performance	NOUN
ajeer-3666	168	17	of	of	ADP
ajeer-3666	168	18	the	the	DET
ajeer-3666	168	19	implemented	implement	VERB
ajeer-3666	168	20	models	model	NOUN
ajeer-3666	168	21	,	,	PUNCT
ajeer-3666	168	22	using	use	VERB
ajeer-3666	168	23	two	two	NUM
ajeer-3666	168	24	statistical	statistical	ADJ
ajeer-3666	168	25	loss	loss	NOUN
ajeer-3666	168	26	functions	function	NOUN
ajeer-3666	168	27	and	and	CCONJ
ajeer-3666	168	28	the	the	DET
ajeer-3666	168	29	mcs	mcs	PROPN
ajeer-3666	168	30	test	test	NOUN
ajeer-3666	168	31	.	.	PUNCT
ajeer-3666	169	1	according	accord	VERB
ajeer-3666	169	2	to	to	ADP
ajeer-3666	169	3	table	table	NOUN
ajeer-3666	169	4	4	4	NUM
ajeer-3666	169	5	,	,	PUNCT
ajeer-3666	169	6	in	in	ADP
ajeer-3666	169	7	terms	term	NOUN
ajeer-3666	169	8	of	of	ADP
ajeer-3666	169	9	mspe	mspe	NOUN
ajeer-3666	169	10	,	,	PUNCT
ajeer-3666	169	11	the	the	DET
ajeer-3666	169	12	individual	individual	ADJ
ajeer-3666	169	13	models	model	NOUN
ajeer-3666	169	14	that	that	PRON
ajeer-3666	169	15	include	include	VERB
ajeer-3666	169	16	epu	epu	NOUN
ajeer-3666	169	17	and	and	CCONJ
ajeer-3666	169	18	gpr	gpr	PROPN
ajeer-3666	169	19	as	as	ADP
ajeer-3666	169	20	exogenous	exogenous	ADJ
ajeer-3666	169	21	variables	variable	NOUN
ajeer-3666	169	22	are	be	AUX
ajeer-3666	169	23	the	the	DET
ajeer-3666	169	24	two	two	NUM
ajeer-3666	169	25	models	model	NOUN
ajeer-3666	169	26	that	that	PRON
ajeer-3666	169	27	display	display	VERB
ajeer-3666	169	28	a	a	DET
ajeer-3666	169	29	better	well	ADJ
ajeer-3666	169	30	performance	performance	NOUN
ajeer-3666	169	31	compared	compare	VERB
ajeer-3666	169	32	to	to	ADP
ajeer-3666	169	33	the	the	DET
ajeer-3666	169	34	remaining	remain	VERB
ajeer-3666	169	35	ones	one	NOUN
ajeer-3666	169	36	.	.	PUNCT
ajeer-3666	170	1	when	when	SCONJ
ajeer-3666	170	2	referring	refer	VERB
ajeer-3666	170	3	to	to	ADP
ajeer-3666	170	4	the	the	DET
ajeer-3666	170	5	results	result	NOUN
ajeer-3666	170	6	of	of	ADP
ajeer-3666	170	7	the	the	DET
ajeer-3666	170	8	mae	mae	PROPN
ajeer-3666	170	9	statistical	statistical	ADJ
ajeer-3666	170	10	loss	loss	NOUN
ajeer-3666	170	11	function	function	NOUN
ajeer-3666	170	12	,	,	PUNCT
ajeer-3666	170	13	we	we	PRON
ajeer-3666	170	14	see	see	VERB
ajeer-3666	170	15	that	that	SCONJ
ajeer-3666	170	16	the	the	DET
ajeer-3666	170	17	model	model	NOUN
ajeer-3666	170	18	that	that	PRON
ajeer-3666	170	19	includes	include	VERB
ajeer-3666	170	20	epu	epu	PROPN
ajeer-3666	170	21	is	be	AUX
ajeer-3666	170	22	again	again	ADV
ajeer-3666	170	23	one	one	NUM
ajeer-3666	170	24	of	of	ADP
ajeer-3666	170	25	the	the	DET
ajeer-3666	170	26	best	good	ADJ
ajeer-3666	170	27	models	model	NOUN
ajeer-3666	170	28	,	,	PUNCT
ajeer-3666	170	29	together	together	ADV
ajeer-3666	170	30	with	with	ADP
ajeer-3666	170	31	the	the	DET
ajeer-3666	170	32	model	model	NOUN
ajeer-3666	170	33	that	that	PRON
ajeer-3666	170	34	has	have	VERB
ajeer-3666	170	35	gvz	gvz	PROPN
ajeer-3666	170	36	as	as	ADP
ajeer-3666	170	37	the	the	DET
ajeer-3666	170	38	exogenous	exogenous	ADJ
ajeer-3666	170	39	variable	variable	NOUN
ajeer-3666	170	40	.	.	PUNCT
ajeer-3666	171	1	therefore	therefore	ADV
ajeer-3666	171	2	,	,	PUNCT
ajeer-3666	171	3	we	we	PRON
ajeer-3666	171	4	can	can	AUX
ajeer-3666	171	5	draw	draw	VERB
ajeer-3666	171	6	the	the	DET
ajeer-3666	171	7	conclusion	conclusion	NOUN
ajeer-3666	171	8	that	that	SCONJ
ajeer-3666	171	9	the	the	DET
ajeer-3666	171	10	individual	individual	ADJ
ajeer-3666	171	11	model	model	NOUN
ajeer-3666	171	12	that	that	PRON
ajeer-3666	171	13	includes	include	VERB
ajeer-3666	171	14	epu	epu	PROPN
ajeer-3666	171	15	outperforms	outperform	VERB
ajeer-3666	171	16	the	the	DET
ajeer-3666	171	17	competing	compete	VERB
ajeer-3666	171	18	models	model	NOUN
ajeer-3666	171	19	,	,	PUNCT
ajeer-3666	171	20	which	which	PRON
ajeer-3666	171	21	can	can	AUX
ajeer-3666	171	22	be	be	AUX
ajeer-3666	171	23	justified	justify	VERB
ajeer-3666	171	24	by	by	ADP
ajeer-3666	171	25	the	the	DET
ajeer-3666	171	26	results	result	NOUN
ajeer-3666	171	27	of	of	ADP
ajeer-3666	171	28	the	the	DET
ajeer-3666	171	29	mcs	mcs	PROPN
ajeer-3666	171	30	test	test	NOUN
ajeer-3666	171	31	,	,	PUNCT
ajeer-3666	171	32	which	which	PRON
ajeer-3666	171	33	show	show	VERB
ajeer-3666	171	34	that	that	SCONJ
ajeer-3666	171	35	it	it	PRON
ajeer-3666	171	36	is	be	AUX
ajeer-3666	171	37	always	always	ADV
ajeer-3666	171	38	included	include	VERB
ajeer-3666	171	39	in	in	ADP
ajeer-3666	171	40	the	the	DET
ajeer-3666	171	41	set	set	NOUN
ajeer-3666	171	42	of	of	ADP
ajeer-3666	171	43	best	good	ADJ
ajeer-3666	171	44	models	model	NOUN
ajeer-3666	171	45	.	.	PUNCT
ajeer-3666	172	1	it	it	PRON
ajeer-3666	172	2	is	be	AUX
ajeer-3666	172	3	worth	worth	ADJ
ajeer-3666	172	4	noting	note	VERB
ajeer-3666	172	5	that	that	SCONJ
ajeer-3666	172	6	even	even	ADV
ajeer-3666	172	7	if	if	SCONJ
ajeer-3666	172	8	the	the	DET
ajeer-3666	172	9	model	model	NOUN
ajeer-3666	172	10	that	that	PRON
ajeer-3666	172	11	includes	include	VERB
ajeer-3666	172	12	all	all	DET
ajeer-3666	172	13	variables	variable	NOUN
ajeer-3666	172	14	performs	perform	VERB
ajeer-3666	172	15	well	well	ADV
ajeer-3666	172	16	in	in	ADP
ajeer-3666	172	17	an	an	DET
ajeer-3666	172	18	in	in	ADP
ajeer-3666	172	19	-	-	PUNCT
ajeer-3666	172	20	sample	sample	NOUN
ajeer-3666	172	21	analysis	analysis	NOUN
ajeer-3666	172	22	,	,	PUNCT
ajeer-3666	172	23	it	it	PRON
ajeer-3666	172	24	is	be	AUX
ajeer-3666	172	25	inferior	inferior	ADJ
ajeer-3666	172	26	to	to	ADP
ajeer-3666	172	27	several	several	ADJ
ajeer-3666	172	28	individual	individual	ADJ
ajeer-3666	172	29	models	model	NOUN
ajeer-3666	172	30	in	in	ADP
ajeer-3666	172	31	an	an	DET
ajeer-3666	172	32	out	out	ADJ
ajeer-3666	172	33	-	-	PUNCT
ajeer-3666	172	34	of	of	ADP
ajeer-3666	172	35	-	-	PUNCT
ajeer-3666	172	36	sample	sample	NOUN
ajeer-3666	172	37	investigation	investigation	NOUN
ajeer-3666	172	38	and	and	CCONJ
ajeer-3666	172	39	can	can	AUX
ajeer-3666	172	40	not	not	PART
ajeer-3666	172	41	be	be	AUX
ajeer-3666	172	42	considered	consider	VERB
ajeer-3666	172	43	adequate	adequate	ADJ
ajeer-3666	172	44	for	for	ADP
ajeer-3666	172	45	generating	generate	VERB
ajeer-3666	172	46	ovx	ovx	PROPN
ajeer-3666	172	47	forecasts	forecast	NOUN
ajeer-3666	172	48	.	.	PUNCT
ajeer-3666	173	1	even	even	ADV
ajeer-3666	173	2	the	the	DET
ajeer-3666	173	3	simple	simple	ADJ
ajeer-3666	173	4	adl	adl	NOUN
ajeer-3666	173	5	model	model	NOUN
ajeer-3666	173	6	performs	perform	VERB
ajeer-3666	173	7	better	well	ADJ
ajeer-3666	173	8	than	than	ADP
ajeer-3666	173	9	the	the	DET
ajeer-3666	173	10	model	model	NOUN
ajeer-3666	173	11	that	that	PRON
ajeer-3666	173	12	includes	include	VERB
ajeer-3666	173	13	all	all	DET
ajeer-3666	173	14	the	the	DET
ajeer-3666	173	15	uncertainty	uncertainty	NOUN
ajeer-3666	173	16	indicators	indicator	NOUN
ajeer-3666	173	17	from	from	ADP
ajeer-3666	173	18	both	both	DET
ajeer-3666	173	19	categories	category	NOUN
ajeer-3666	173	20	,	,	PUNCT
ajeer-3666	173	21	namely	namely	ADV
ajeer-3666	173	22	the	the	DET
ajeer-3666	173	23	implied	imply	VERB
ajeer-3666	173	24	volatility	volatility	NOUN
ajeer-3666	173	25	indices	index	NOUN
ajeer-3666	173	26	and	and	CCONJ
ajeer-3666	173	27	the	the	DET
ajeer-3666	173	28	other	other	ADJ
ajeer-3666	173	29	factors	factor	NOUN
ajeer-3666	173	30	of	of	ADP
ajeer-3666	173	31	uncertainty	uncertainty	NOUN
ajeer-3666	173	32	representing	represent	VERB
ajeer-3666	173	33	geopolitical	geopolitical	ADJ
ajeer-3666	173	34	,	,	PUNCT
ajeer-3666	173	35	economic	economic	ADJ
ajeer-3666	173	36	and	and	CCONJ
ajeer-3666	173	37	business	business	NOUN
ajeer-3666	173	38	conditions	condition	NOUN
ajeer-3666	173	39	.	.	PUNCT
ajeer-3666	174	1	7	7	X
ajeer-3666	174	2	.	.	X
ajeer-3666	174	3	conclusion	conclusion	NOUN
ajeer-3666	174	4	this	this	DET
ajeer-3666	174	5	paper	paper	NOUN
ajeer-3666	174	6	aimed	aim	VERB
ajeer-3666	174	7	to	to	PART
ajeer-3666	174	8	find	find	VERB
ajeer-3666	174	9	whether	whether	SCONJ
ajeer-3666	174	10	uncertainty	uncertainty	NOUN
ajeer-3666	174	11	indicators	indicator	NOUN
ajeer-3666	174	12	can	can	AUX
ajeer-3666	174	13	offer	offer	VERB
ajeer-3666	174	14	predictive	predictive	ADJ
ajeer-3666	174	15	information	information	NOUN
ajeer-3666	174	16	on	on	ADP
ajeer-3666	174	17	ovx	ovx	PROPN
ajeer-3666	174	18	and	and	CCONJ
ajeer-3666	174	19	,	,	PUNCT
ajeer-3666	174	20	if	if	SCONJ
ajeer-3666	174	21	so	so	ADV
ajeer-3666	174	22	,	,	PUNCT
ajeer-3666	174	23	which	which	DET
ajeer-3666	174	24	indicators	indicator	NOUN
ajeer-3666	174	25	.	.	PUNCT
ajeer-3666	175	1	we	we	PRON
ajeer-3666	175	2	defined	define	VERB
ajeer-3666	175	3	two	two	NUM
ajeer-3666	175	4	groups	group	NOUN
ajeer-3666	175	5	of	of	ADP
ajeer-3666	175	6	indicators	indicator	NOUN
ajeer-3666	175	7	representing	represent	VERB
ajeer-3666	175	8	uncertainty	uncertainty	NOUN
ajeer-3666	175	9	.	.	PUNCT
ajeer-3666	176	1	the	the	DET
ajeer-3666	176	2	first	first	ADJ
ajeer-3666	176	3	group	group	NOUN
ajeer-3666	176	4	consisted	consist	VERB
ajeer-3666	176	5	of	of	ADP
ajeer-3666	176	6	implied	imply	VERB
ajeer-3666	176	7	volatility	volatility	NOUN
ajeer-3666	176	8	indices	index	NOUN
ajeer-3666	176	9	,	,	PUNCT
ajeer-3666	176	10	namely	namely	ADV
ajeer-3666	176	11	the	the	DET
ajeer-3666	176	12	vix	vix	NOUN
ajeer-3666	176	13	,	,	PUNCT
ajeer-3666	176	14	gvz	gvz	PROPN
ajeer-3666	176	15	and	and	CCONJ
ajeer-3666	176	16	tyvix	tyvix	NOUN
ajeer-3666	176	17	indices	index	NOUN
ajeer-3666	176	18	.	.	PUNCT
ajeer-3666	177	1	the	the	DET
ajeer-3666	177	2	indicators	indicator	NOUN
ajeer-3666	177	3	in	in	ADP
ajeer-3666	177	4	the	the	DET
ajeer-3666	177	5	second	second	ADJ
ajeer-3666	177	6	group	group	NOUN
ajeer-3666	177	7	represented	represent	VERB
ajeer-3666	177	8	economic	economic	ADJ
ajeer-3666	177	9	,	,	PUNCT
ajeer-3666	177	10	business	business	NOUN
ajeer-3666	177	11	and	and	CCONJ
ajeer-3666	177	12	geopolitical	geopolitical	ADJ
ajeer-3666	177	13	risks	risk	NOUN
ajeer-3666	177	14	;	;	PUNCT
ajeer-3666	177	15	these	these	PRON
ajeer-3666	177	16	were	be	AUX
ajeer-3666	177	17	investigated	investigate	VERB
ajeer-3666	177	18	afterwards	afterwards	ADV
ajeer-3666	177	19	.	.	PUNCT
ajeer-3666	178	1	in	in	ADP
ajeer-3666	178	2	the	the	DET
ajeer-3666	178	3	in	in	ADP
ajeer-3666	178	4	-	-	PUNCT
ajeer-3666	178	5	sample	sample	NOUN
ajeer-3666	178	6	analysis	analysis	NOUN
ajeer-3666	178	7	,	,	PUNCT
ajeer-3666	178	8	we	we	PRON
ajeer-3666	178	9	observed	observe	VERB
ajeer-3666	178	10	that	that	SCONJ
ajeer-3666	178	11	the	the	DET
ajeer-3666	178	12	model	model	NOUN
ajeer-3666	178	13	that	that	PRON
ajeer-3666	178	14	included	include	VERB
ajeer-3666	178	15	all	all	DET
ajeer-3666	178	16	indicators	indicator	NOUN
ajeer-3666	178	17	as	as	SCONJ
ajeer-3666	178	18	exogenous	exogenous	ADJ
ajeer-3666	178	19	variables	variable	NOUN
ajeer-3666	178	20	could	could	AUX
ajeer-3666	178	21	be	be	AUX
ajeer-3666	178	22	considered	consider	VERB
ajeer-3666	178	23	the	the	DET
ajeer-3666	178	24	best	good	ADJ
ajeer-3666	178	25	one	one	NUM
ajeer-3666	178	26	,	,	PUNCT
ajeer-3666	178	27	with	with	ADP
ajeer-3666	178	28	the	the	DET
ajeer-3666	178	29	highest	high	ADJ
ajeer-3666	178	30	coefficient	coefficient	NOUN
ajeer-3666	178	31	of	of	ADP
ajeer-3666	178	32	determination	determination	NOUN
ajeer-3666	178	33	.	.	PUNCT
ajeer-3666	179	1	however	however	ADV
ajeer-3666	179	2	,	,	PUNCT
ajeer-3666	179	3	the	the	DET
ajeer-3666	179	4	good	good	ADJ
ajeer-3666	179	5	performance	performance	NOUN
ajeer-3666	179	6	of	of	ADP
ajeer-3666	179	7	this	this	DET
ajeer-3666	179	8	model	model	NOUN
ajeer-3666	179	9	was	be	AUX
ajeer-3666	179	10	not	not	PART
ajeer-3666	179	11	maintained	maintain	VERB
ajeer-3666	179	12	in	in	ADP
ajeer-3666	179	13	the	the	DET
ajeer-3666	179	14	out	out	ADJ
ajeer-3666	179	15	-	-	PUNCT
ajeer-3666	179	16	of	of	ADP
ajeer-3666	179	17	-	-	PUNCT
ajeer-3666	179	18	sample	sample	NOUN
ajeer-3666	179	19	investigation	investigation	NOUN
ajeer-3666	179	20	,	,	PUNCT
ajeer-3666	179	21	in	in	ADP
ajeer-3666	179	22	which	which	PRON
ajeer-3666	179	23	it	it	PRON
ajeer-3666	179	24	was	be	AUX
ajeer-3666	179	25	even	even	ADV
ajeer-3666	179	26	outperformed	outperform	VERB
ajeer-3666	179	27	by	by	ADP
ajeer-3666	179	28	an	an	DET
ajeer-3666	179	29	adl	adl	PROPN
ajeer-3666	179	30	model	model	NOUN
ajeer-3666	179	31	that	that	PRON
ajeer-3666	179	32	included	include	VERB
ajeer-3666	179	33	only	only	ADV
ajeer-3666	179	34	the	the	DET
ajeer-3666	179	35	first	first	ADJ
ajeer-3666	179	36	lag	lag	NOUN
ajeer-3666	179	37	of	of	ADP
ajeer-3666	179	38	the	the	DET
ajeer-3666	179	39	ovx	ovx	PROPN
ajeer-3666	179	40	.	.	PUNCT
ajeer-3666	180	1	regarding	regard	VERB
ajeer-3666	180	2	the	the	DET
ajeer-3666	180	3	out	out	ADJ
ajeer-3666	180	4	-	-	PUNCT
ajeer-3666	180	5	of	of	ADP
ajeer-3666	180	6	-	-	PUNCT
ajeer-3666	180	7	sample	sample	NOUN
ajeer-3666	180	8	results	result	NOUN
ajeer-3666	180	9	and	and	CCONJ
ajeer-3666	180	10	,	,	PUNCT
ajeer-3666	180	11	more	more	ADV
ajeer-3666	180	12	specifically	specifically	ADV
ajeer-3666	180	13	,	,	PUNCT
ajeer-3666	180	14	the	the	DET
ajeer-3666	180	15	results	result	NOUN
ajeer-3666	180	16	of	of	ADP
ajeer-3666	180	17	the	the	DET
ajeer-3666	180	18	two	two	NUM
ajeer-3666	180	19	statistical	statistical	ADJ
ajeer-3666	180	20	loss	loss	NOUN
ajeer-3666	180	21	functions	function	NOUN
ajeer-3666	180	22	,	,	PUNCT
ajeer-3666	180	23	the	the	DET
ajeer-3666	180	24	individual	individual	ADJ
ajeer-3666	180	25	model	model	NOUN
ajeer-3666	180	26	that	that	PRON
ajeer-3666	180	27	incorporated	incorporate	VERB
ajeer-3666	180	28	the	the	DET
ajeer-3666	180	29	epu	epu	PROPN
ajeer-3666	180	30	indicator	indicator	NOUN
ajeer-3666	180	31	outperformed	outperform	VERB
ajeer-3666	180	32	the	the	DET
ajeer-3666	180	33	remaining	remain	VERB
ajeer-3666	180	34	models	model	NOUN
ajeer-3666	180	35	for	for	ADP
ajeer-3666	180	36	both	both	CCONJ
ajeer-3666	180	37	the	the	DET
ajeer-3666	180	38	mspe	mspe	ADJ
ajeer-3666	180	39	and	and	CCONJ
ajeer-3666	180	40	mae	mae	PROPN
ajeer-3666	180	41	loss	loss	NOUN
ajeer-3666	180	42	functions	function	NOUN
ajeer-3666	180	43	.	.	PUNCT
ajeer-3666	181	1	the	the	DET
ajeer-3666	181	2	results	result	NOUN
ajeer-3666	181	3	of	of	ADP
ajeer-3666	181	4	this	this	DET
ajeer-3666	181	5	paper	paper	NOUN
ajeer-3666	181	6	might	might	AUX
ajeer-3666	181	7	be	be	AUX
ajeer-3666	181	8	considered	consider	VERB
ajeer-3666	181	9	inspiring	inspiring	ADJ
ajeer-3666	181	10	for	for	ADP
ajeer-3666	181	11	both	both	DET
ajeer-3666	181	12	academics	academic	NOUN
ajeer-3666	181	13	and	and	CCONJ
ajeer-3666	181	14	investors	investor	NOUN
ajeer-3666	181	15	and	and	CCONJ
ajeer-3666	181	16	give	give	VERB
ajeer-3666	181	17	ideas	idea	NOUN
ajeer-3666	181	18	for	for	ADP
ajeer-3666	181	19	further	further	ADJ
ajeer-3666	181	20	research	research	NOUN
ajeer-3666	181	21	.	.	PUNCT
ajeer-3666	182	1	one	one	NUM
ajeer-3666	182	2	extension	extension	NOUN
ajeer-3666	182	3	of	of	ADP
ajeer-3666	182	4	this	this	DET
ajeer-3666	182	5	paper	paper	NOUN
ajeer-3666	182	6	could	could	AUX
ajeer-3666	182	7	be	be	AUX
ajeer-3666	182	8	in	in	ADP
ajeer-3666	182	9	the	the	DET
ajeer-3666	182	10	evaluation	evaluation	NOUN
ajeer-3666	182	11	framework	framework	NOUN
ajeer-3666	182	12	,	,	PUNCT
ajeer-3666	182	13	which	which	PRON
ajeer-3666	182	14	could	could	AUX
ajeer-3666	182	15	be	be	AUX
ajeer-3666	182	16	enhanced	enhance	VERB
ajeer-3666	182	17	by	by	ADP
ajeer-3666	182	18	implementing	implement	VERB
ajeer-3666	182	19	some	some	DET
ajeer-3666	182	20	trading	trading	NOUN
ajeer-3666	182	21	strategies	strategy	NOUN
ajeer-3666	182	22	in	in	ADP
ajeer-3666	182	23	order	order	NOUN
ajeer-3666	182	24	to	to	PART
ajeer-3666	182	25	discover	discover	VERB
ajeer-3666	182	26	whether	whether	SCONJ
ajeer-3666	182	27	the	the	DET
ajeer-3666	182	28	indicators	indicator	NOUN
ajeer-3666	182	29	included	include	VERB
ajeer-3666	182	30	in	in	ADP
ajeer-3666	182	31	the	the	DET
ajeer-3666	182	32	models	model	NOUN
ajeer-3666	182	33	could	could	AUX
ajeer-3666	182	34	offer	offer	VERB
ajeer-3666	182	35	forecasting	forecasting	NOUN
ajeer-3666	182	36	gains	gain	NOUN
ajeer-3666	182	37	.	.	PUNCT
ajeer-3666	183	1	references	reference	NOUN
ajeer-3666	183	2	blair	blair	PROPN
ajeer-3666	183	3	,	,	PUNCT
ajeer-3666	183	4	b.	b.	PROPN
ajeer-3666	183	5	j.	j.	PROPN
ajeer-3666	183	6	,	,	PUNCT
ajeer-3666	183	7	poon	poon	NOUN
ajeer-3666	183	8	,	,	PUNCT
ajeer-3666	183	9	s.	s.	PROPN
ajeer-3666	183	10	h.	h.	PROPN
ajeer-3666	183	11	,	,	PUNCT
ajeer-3666	183	12	&	&	CCONJ
ajeer-3666	183	13	taylor	taylor	PROPN
ajeer-3666	183	14	,	,	PUNCT
ajeer-3666	183	15	s.	s.	PROPN
ajeer-3666	183	16	j.	j.	PROPN
ajeer-3666	183	17	(	(	PUNCT
ajeer-3666	183	18	2001	2001	NUM
ajeer-3666	183	19	)	)	PUNCT
ajeer-3666	183	20	.	.	PUNCT
ajeer-3666	184	1	forecasting	forecast	VERB
ajeer-3666	184	2	s&p	s&p	PROPN
ajeer-3666	184	3	100	100	NUM
ajeer-3666	184	4	volatility	volatility	NOUN
ajeer-3666	184	5	:	:	PUNCT
ajeer-3666	184	6	the	the	DET
ajeer-3666	184	7	incremental	incremental	ADJ
ajeer-3666	184	8	information	information	NOUN
ajeer-3666	184	9	content	content	NOUN
ajeer-3666	184	10	of	of	ADP
ajeer-3666	184	11	implied	imply	VERB
ajeer-3666	184	12	volatilities	volatility	NOUN
ajeer-3666	184	13	and	and	CCONJ
ajeer-3666	184	14	high	high	ADJ
ajeer-3666	184	15	-	-	PUNCT
ajeer-3666	184	16	frequency	frequency	NOUN
ajeer-3666	184	17	index	index	NOUN
ajeer-3666	184	18	returns	return	NOUN
ajeer-3666	184	19	.	.	PUNCT
ajeer-3666	185	1	journal	journal	NOUN
ajeer-3666	185	2	of	of	ADP
ajeer-3666	185	3	econometrics	econometric	NOUN
ajeer-3666	185	4	,	,	PUNCT
ajeer-3666	185	5	105(1	105(1	NUM
ajeer-3666	185	6	)	)	PUNCT
ajeer-3666	185	7	,	,	PUNCT
ajeer-3666	185	8	5–26.available	5–26.available	NUM
ajeer-3666	185	9	at	at	ADP
ajeer-3666	185	10	:	:	PUNCT
ajeer-3666	185	11	https://doi.org/10.1016/s0304-4076(01)00068-9	https://doi.org/10.1016/s0304-4076(01)00068-9	NOUN
ajeer-3666	185	12	.	.	PUNCT
ajeer-3666	186	1	chatziantoniou	chatziantoniou	NOUN
ajeer-3666	186	2	,	,	PUNCT
ajeer-3666	186	3	i.	i.	NOUN
ajeer-3666	186	4	,	,	PUNCT
ajeer-3666	186	5	degiannakis	degiannakis	PROPN
ajeer-3666	186	6	,	,	PUNCT
ajeer-3666	186	7	s.	s.	PROPN
ajeer-3666	186	8	,	,	PUNCT
ajeer-3666	186	9	delis	deli	NOUN
ajeer-3666	186	10	,	,	PUNCT
ajeer-3666	186	11	p.	p.	NOUN
ajeer-3666	186	12	,	,	PUNCT
ajeer-3666	186	13	&	&	CCONJ
ajeer-3666	186	14	filis	filis	PROPN
ajeer-3666	186	15	,	,	PUNCT
ajeer-3666	186	16	g.	g.	PROPN
ajeer-3666	186	17	(	(	PUNCT
ajeer-3666	186	18	2021	2021	NUM
ajeer-3666	186	19	)	)	PUNCT
ajeer-3666	186	20	.	.	PUNCT
ajeer-3666	187	1	forecasting	forecast	VERB
ajeer-3666	187	2	oil	oil	NOUN
ajeer-3666	187	3	price	price	NOUN
ajeer-3666	187	4	volatility	volatility	NOUN
ajeer-3666	187	5	using	use	VERB
ajeer-3666	187	6	spillover	spillover	ADJ
ajeer-3666	187	7	effects	effect	NOUN
ajeer-3666	187	8	from	from	ADP
ajeer-3666	187	9	uncertainty	uncertainty	NOUN
ajeer-3666	187	10	indices	index	NOUN
ajeer-3666	187	11	.	.	PUNCT
ajeer-3666	188	1	finance	finance	NOUN
ajeer-3666	188	2	research	research	NOUN
ajeer-3666	188	3	letters	letter	NOUN
ajeer-3666	188	4	,	,	PUNCT
ajeer-3666	188	5	42	42	NUM
ajeer-3666	188	6	,	,	PUNCT
ajeer-3666	188	7	101885.available	101885.available	ADJ
ajeer-3666	188	8	at	at	ADP
ajeer-3666	188	9	:	:	PUNCT
ajeer-3666	188	10	https://doi.org/10.1016/j.frl.2020.101885	https://doi.org/10.1016/j.frl.2020.101885	PROPN
ajeer-3666	188	11	.	.	PROPN
ajeer-3666	188	12	degiannakis	degiannakis	PROPN
ajeer-3666	188	13	,	,	PUNCT
ajeer-3666	188	14	s.	s.	PROPN
ajeer-3666	188	15	,	,	PUNCT
ajeer-3666	188	16	filis	filis	PROPN
ajeer-3666	188	17	,	,	PUNCT
ajeer-3666	188	18	g.	g.	PROPN
ajeer-3666	188	19	,	,	PUNCT
ajeer-3666	188	20	&	&	CCONJ
ajeer-3666	188	21	floros	floros	PROPN
ajeer-3666	188	22	,	,	PUNCT
ajeer-3666	188	23	c.	c.	PROPN
ajeer-3666	188	24	(	(	PUNCT
ajeer-3666	188	25	2013	2013	NUM
ajeer-3666	188	26	)	)	PUNCT
ajeer-3666	188	27	.	.	PUNCT
ajeer-3666	189	1	oil	oil	NOUN
ajeer-3666	189	2	and	and	CCONJ
ajeer-3666	189	3	stock	stock	NOUN
ajeer-3666	189	4	returns	return	NOUN
ajeer-3666	189	5	:	:	PUNCT
ajeer-3666	189	6	evidence	evidence	NOUN
ajeer-3666	189	7	from	from	ADP
ajeer-3666	189	8	european	european	ADJ
ajeer-3666	189	9	industrial	industrial	ADJ
ajeer-3666	189	10	sector	sector	NOUN
ajeer-3666	189	11	indices	indice	VERB
ajeer-3666	189	12	in	in	ADP
ajeer-3666	189	13	a	a	DET
ajeer-3666	189	14	time	time	NOUN
ajeer-3666	189	15	-	-	PUNCT
ajeer-3666	189	16	varying	vary	VERB
ajeer-3666	189	17	environment	environment	NOUN
ajeer-3666	189	18	.	.	PUNCT
ajeer-3666	190	1	journal	journal	PROPN
ajeer-3666	190	2	of	of	ADP
ajeer-3666	190	3	international	international	ADJ
ajeer-3666	190	4	financial	financial	ADJ
ajeer-3666	190	5	markets	market	NOUN
ajeer-3666	190	6	,	,	PUNCT
ajeer-3666	190	7	institutions	institution	NOUN
ajeer-3666	190	8	and	and	CCONJ
ajeer-3666	190	9	money	money	NOUN
ajeer-3666	190	10	,	,	PUNCT
ajeer-3666	190	11	26	26	NUM
ajeer-3666	190	12	,	,	PUNCT
ajeer-3666	190	13	175-191.available	175-191.available	NUM
ajeer-3666	190	14	at	at	ADP
ajeer-3666	190	15	:	:	PUNCT
ajeer-3666	190	16	https://doi.org/10.1016/j.intfin.2013.05.007	https://doi.org/10.1016/j.intfin.2013.05.007	X
ajeer-3666	190	17	.	.	PUNCT
ajeer-3666	191	1	degiannakis	degiannakis	PROPN
ajeer-3666	191	2	,	,	PUNCT
ajeer-3666	191	3	s.	s.	PROPN
ajeer-3666	191	4	,	,	PUNCT
ajeer-3666	191	5	filis	filis	PROPN
ajeer-3666	191	6	,	,	PUNCT
ajeer-3666	191	7	g.	g.	PROPN
ajeer-3666	191	8	,	,	PUNCT
ajeer-3666	191	9	&	&	CCONJ
ajeer-3666	191	10	hassani	hassani	PROPN
ajeer-3666	191	11	,	,	PUNCT
ajeer-3666	191	12	h.	h.	PROPN
ajeer-3666	191	13	(	(	PUNCT
ajeer-3666	191	14	2018	2018	NUM
ajeer-3666	191	15	)	)	PUNCT
ajeer-3666	191	16	.	.	PUNCT
ajeer-3666	192	1	forecasting	forecast	VERB
ajeer-3666	192	2	global	global	ADJ
ajeer-3666	192	3	stock	stock	NOUN
ajeer-3666	192	4	market	market	NOUN
ajeer-3666	192	5	implied	imply	VERB
ajeer-3666	192	6	volatility	volatility	NOUN
ajeer-3666	192	7	indices	index	NOUN
ajeer-3666	192	8	.	.	PUNCT
ajeer-3666	193	1	journal	journal	NOUN
ajeer-3666	193	2	of	of	ADP
ajeer-3666	193	3	empirical	empirical	ADJ
ajeer-3666	193	4	finance	finance	NOUN
ajeer-3666	193	5	,	,	PUNCT
ajeer-3666	193	6	46	46	NUM
ajeer-3666	193	7	,	,	PUNCT
ajeer-3666	193	8	111-129.available	111-129.available	NUM
ajeer-3666	193	9	at	at	ADP
ajeer-3666	193	10	:	:	PUNCT
ajeer-3666	193	11	https://doi.org/10.1016/j.jempfin.2017.12.008	https://doi.org/10.1016/j.jempfin.2017.12.008	NOUN
ajeer-3666	193	12	.	.	PUNCT
ajeer-3666	194	1	degiannakis	degiannakis	PROPN
ajeer-3666	194	2	.	.	PUNCT
ajeer-3666	194	3	,	,	PUNCT
ajeer-3666	194	4	s.	s.	PROPN
ajeer-3666	194	5	(	(	PUNCT
ajeer-3666	194	6	2008	2008	NUM
ajeer-3666	194	7	)	)	PUNCT
ajeer-3666	194	8	.	.	PUNCT
ajeer-3666	195	1	forecasting	forecasting	NOUN
ajeer-3666	195	2	vix	vix	PROPN
ajeer-3666	195	3	.	.	PUNCT
ajeer-3666	196	1	germany	germany	PROPN
ajeer-3666	196	2	:	:	PUNCT
ajeer-3666	196	3	university	university	NOUN
ajeer-3666	196	4	library	library	NOUN
ajeer-3666	196	5	of	of	ADP
ajeer-3666	196	6	munich	munich	PROPN
ajeer-3666	196	7	.	.	PUNCT
ajeer-3666	197	1	dunis	dunis	PROPN
ajeer-3666	197	2	,	,	PUNCT
ajeer-3666	197	3	c.	c.	PROPN
ajeer-3666	197	4	,	,	PUNCT
ajeer-3666	197	5	kellard	kellard	NOUN
ajeer-3666	197	6	,	,	PUNCT
ajeer-3666	197	7	n.	n.	NOUN
ajeer-3666	197	8	m.	m.	NOUN
ajeer-3666	197	9	,	,	PUNCT
ajeer-3666	197	10	&	&	CCONJ
ajeer-3666	197	11	snaith	snaith	PROPN
ajeer-3666	197	12	,	,	PUNCT
ajeer-3666	197	13	s.	s.	PROPN
ajeer-3666	197	14	(	(	PUNCT
ajeer-3666	197	15	2013	2013	NUM
ajeer-3666	197	16	)	)	PUNCT
ajeer-3666	197	17	.	.	PUNCT
ajeer-3666	198	1	forecasting	forecast	VERB
ajeer-3666	198	2	eur	eur	ADJ
ajeer-3666	198	3	–	–	PUNCT
ajeer-3666	198	4	usd	usd	NOUN
ajeer-3666	198	5	implied	imply	VERB
ajeer-3666	198	6	volatility	volatility	NOUN
ajeer-3666	198	7	:	:	PUNCT
ajeer-3666	198	8	the	the	DET
ajeer-3666	198	9	case	case	NOUN
ajeer-3666	198	10	of	of	ADP
ajeer-3666	198	11	intraday	intraday	PROPN
ajeer-3666	198	12	data	datum	NOUN
ajeer-3666	198	13	.	.	PUNCT
ajeer-3666	199	1	journal	journal	PROPN
ajeer-3666	199	2	of	of	ADP
ajeer-3666	199	3	banking	banking	NOUN
ajeer-3666	199	4	&	&	CCONJ
ajeer-3666	199	5	finance	finance	PROPN
ajeer-3666	199	6	,	,	PUNCT
ajeer-3666	199	7	37(12	37(12	NUM
ajeer-3666	199	8	)	)	PUNCT
ajeer-3666	199	9	,	,	PUNCT
ajeer-3666	199	10	4943-4957.available	4943-4957.available	NUM
ajeer-3666	199	11	at	at	ADP
ajeer-3666	199	12	:	:	PUNCT
ajeer-3666	199	13	https://doi.org/10.1016/j.jbankfin.2013.08.028	https://doi.org/10.1016/j.jbankfin.2013.08.028	PROPN
ajeer-3666	199	14	.	.	PUNCT
ajeer-3666	200	1	dutta	dutta	PROPN
ajeer-3666	200	2	,	,	PUNCT
ajeer-3666	200	3	a.	a.	PROPN
ajeer-3666	200	4	,	,	PUNCT
ajeer-3666	200	5	bouri	bouri	PROPN
ajeer-3666	200	6	,	,	PUNCT
ajeer-3666	200	7	e.	e.	PROPN
ajeer-3666	200	8	,	,	PUNCT
ajeer-3666	200	9	&	&	CCONJ
ajeer-3666	200	10	saeed	saeed	PROPN
ajeer-3666	200	11	,	,	PUNCT
ajeer-3666	200	12	t.	t.	PROPN
ajeer-3666	200	13	(	(	PUNCT
ajeer-3666	200	14	2021	2021	NUM
ajeer-3666	200	15	)	)	PUNCT
ajeer-3666	200	16	.	.	PUNCT
ajeer-3666	201	1	news	news	NOUN
ajeer-3666	201	2	-	-	PUNCT
ajeer-3666	201	3	based	base	VERB
ajeer-3666	201	4	equity	equity	NOUN
ajeer-3666	201	5	market	market	NOUN
ajeer-3666	201	6	uncertainty	uncertainty	NOUN
ajeer-3666	201	7	and	and	CCONJ
ajeer-3666	201	8	crude	crude	ADJ
ajeer-3666	201	9	oil	oil	NOUN
ajeer-3666	201	10	volatility	volatility	NOUN
ajeer-3666	201	11	.	.	PUNCT
ajeer-3666	202	1	energy	energy	NOUN
ajeer-3666	202	2	,	,	PUNCT
ajeer-3666	202	3	222	222	NUM
ajeer-3666	202	4	,	,	PUNCT
ajeer-3666	202	5	119930.available	119930.available	ADJ
ajeer-3666	202	6	at	at	ADP
ajeer-3666	202	7	:	:	PUNCT
ajeer-3666	202	8	https://doi.org/10.1016/j.energy.2021.119930	https://doi.org/10.1016/j.energy.2021.119930	NOUN
ajeer-3666	202	9	.	.	PUNCT
ajeer-3666	203	1	fernandes	fernande	NOUN
ajeer-3666	203	2	,	,	PUNCT
ajeer-3666	203	3	m.	m.	NOUN
ajeer-3666	203	4	,	,	PUNCT
ajeer-3666	203	5	medeiros	medeiros	PROPN
ajeer-3666	203	6	,	,	PUNCT
ajeer-3666	203	7	m.	m.	PROPN
ajeer-3666	203	8	c.	c.	PROPN
ajeer-3666	203	9	,	,	PUNCT
ajeer-3666	203	10	&	&	CCONJ
ajeer-3666	203	11	scharth	scharth	ADV
ajeer-3666	203	12	,	,	PUNCT
ajeer-3666	203	13	m.	m.	NOUN
ajeer-3666	203	14	(	(	PUNCT
ajeer-3666	203	15	2014	2014	NUM
ajeer-3666	203	16	)	)	PUNCT
ajeer-3666	203	17	.	.	PUNCT
ajeer-3666	204	1	modeling	modeling	NOUN
ajeer-3666	204	2	and	and	CCONJ
ajeer-3666	204	3	predicting	predict	VERB
ajeer-3666	204	4	the	the	DET
ajeer-3666	204	5	cboe	cboe	PROPN
ajeer-3666	204	6	market	market	NOUN
ajeer-3666	204	7	volatility	volatility	NOUN
ajeer-3666	204	8	index	index	NOUN
ajeer-3666	204	9	.	.	PUNCT
ajeer-3666	205	1	journal	journal	PROPN
ajeer-3666	205	2	of	of	ADP
ajeer-3666	205	3	banking	banking	NOUN
ajeer-3666	205	4	&	&	CCONJ
ajeer-3666	205	5	finance	finance	PROPN
ajeer-3666	205	6	,	,	PUNCT
ajeer-3666	205	7	40	40	NUM
ajeer-3666	205	8	,	,	PUNCT
ajeer-3666	205	9	1-10.available	1-10.available	NUM
ajeer-3666	205	10	at	at	ADP
ajeer-3666	205	11	:	:	PUNCT
ajeer-3666	205	12	https://doi.org/10.1016/j.jbankfin.2013.11.004	https://doi.org/10.1016/j.jbankfin.2013.11.004	PROPN
ajeer-3666	205	13	.	.	PUNCT
ajeer-3666	206	1	filis	filis	PROPN
ajeer-3666	206	2	,	,	PUNCT
ajeer-3666	206	3	g.	g.	PROPN
ajeer-3666	206	4	,	,	PUNCT
ajeer-3666	206	5	&	&	CCONJ
ajeer-3666	206	6	chatziantoniou	chatziantoniou	NOUN
ajeer-3666	206	7	,	,	PUNCT
ajeer-3666	206	8	i.	i.	NOUN
ajeer-3666	206	9	(	(	PUNCT
ajeer-3666	206	10	2014	2014	NUM
ajeer-3666	206	11	)	)	PUNCT
ajeer-3666	206	12	.	.	PUNCT
ajeer-3666	207	1	financial	financial	ADJ
ajeer-3666	207	2	and	and	CCONJ
ajeer-3666	207	3	monetary	monetary	ADJ
ajeer-3666	207	4	policy	policy	NOUN
ajeer-3666	207	5	responses	response	NOUN
ajeer-3666	207	6	to	to	ADP
ajeer-3666	207	7	oil	oil	NOUN
ajeer-3666	207	8	price	price	NOUN
ajeer-3666	207	9	shocks	shock	NOUN
ajeer-3666	207	10	:	:	PUNCT
ajeer-3666	207	11	evidence	evidence	NOUN
ajeer-3666	207	12	from	from	ADP
ajeer-3666	207	13	oil	oil	NOUN
ajeer-3666	207	14	-	-	PUNCT
ajeer-3666	207	15	importing	import	VERB
ajeer-3666	207	16	and	and	CCONJ
ajeer-3666	207	17	oilexporting	oilexporte	VERB
ajeer-3666	207	18	countries	country	NOUN
ajeer-3666	207	19	.	.	PUNCT
ajeer-3666	208	1	review	review	NOUN
ajeer-3666	208	2	of	of	ADP
ajeer-3666	208	3	quantitative	quantitative	ADJ
ajeer-3666	208	4	finance	finance	NOUN
ajeer-3666	208	5	and	and	CCONJ
ajeer-3666	208	6	accounting	accounting	NOUN
ajeer-3666	208	7	,	,	PUNCT
ajeer-3666	208	8	42(4	42(4	PROPN
ajeer-3666	208	9	)	)	PUNCT
ajeer-3666	208	10	,	,	PUNCT
ajeer-3666	208	11	709-729.available	709-729.available	ADV
ajeer-3666	208	12	at	at	ADP
ajeer-3666	208	13	:	:	PUNCT
ajeer-3666	208	14	https://doi.org/10.1007/s11156-0130359-7	https://doi.org/10.1007/s11156-0130359-7	NOUN
ajeer-3666	208	15	.	.	PUNCT
ajeer-3666	209	1	filis	filis	PROPN
ajeer-3666	209	2	,	,	PUNCT
ajeer-3666	209	3	g.	g.	PROPN
ajeer-3666	209	4	,	,	PUNCT
ajeer-3666	209	5	degiannakis	degiannakis	PROPN
ajeer-3666	209	6	,	,	PUNCT
ajeer-3666	209	7	s.	s.	PROPN
ajeer-3666	209	8	,	,	PUNCT
ajeer-3666	209	9	&	&	CCONJ
ajeer-3666	209	10	floros	floros	PROPN
ajeer-3666	209	11	,	,	PUNCT
ajeer-3666	209	12	c.	c.	PROPN
ajeer-3666	209	13	(	(	PUNCT
ajeer-3666	209	14	2011	2011	NUM
ajeer-3666	209	15	)	)	PUNCT
ajeer-3666	209	16	.	.	PUNCT
ajeer-3666	210	1	dynamic	dynamic	ADJ
ajeer-3666	210	2	correlation	correlation	NOUN
ajeer-3666	210	3	between	between	ADP
ajeer-3666	210	4	stock	stock	NOUN
ajeer-3666	210	5	market	market	NOUN
ajeer-3666	210	6	and	and	CCONJ
ajeer-3666	210	7	oil	oil	NOUN
ajeer-3666	210	8	prices	price	NOUN
ajeer-3666	210	9	:	:	PUNCT
ajeer-3666	210	10	the	the	DET
ajeer-3666	210	11	case	case	NOUN
ajeer-3666	210	12	of	of	ADP
ajeer-3666	210	13	oil	oil	NOUN
ajeer-3666	210	14	-	-	PUNCT
ajeer-3666	210	15	importing	import	VERB
ajeer-3666	210	16	and	and	CCONJ
ajeer-3666	210	17	oilexporting	oilexporte	VERB
ajeer-3666	210	18	countries	country	NOUN
ajeer-3666	210	19	.	.	PUNCT
ajeer-3666	211	1	international	international	ADJ
ajeer-3666	211	2	review	review	NOUN
ajeer-3666	211	3	of	of	ADP
ajeer-3666	211	4	financial	financial	ADJ
ajeer-3666	211	5	analysis	analysis	NOUN
ajeer-3666	211	6	,	,	PUNCT
ajeer-3666	211	7	20(3	20(3	NOUN
ajeer-3666	211	8	)	)	PUNCT
ajeer-3666	211	9	,	,	PUNCT
ajeer-3666	211	10	152-164.available	152-164.available	NUM
ajeer-3666	211	11	at	at	ADP
ajeer-3666	211	12	:	:	PUNCT
ajeer-3666	211	13	https://doi.org/10.1016/j.irfa.2011.02.014	https://doi.org/10.1016/j.irfa.2011.02.014	PROPN
ajeer-3666	211	14	.	.	PUNCT
ajeer-3666	211	15	frijns	frijns	PROPN
ajeer-3666	211	16	,	,	PUNCT
ajeer-3666	211	17	b.	b.	PROPN
ajeer-3666	211	18	,	,	PUNCT
ajeer-3666	211	19	tallau	tallau	PROPN
ajeer-3666	211	20	,	,	PUNCT
ajeer-3666	211	21	c.	c.	PROPN
ajeer-3666	211	22	,	,	PUNCT
ajeer-3666	211	23	&	&	CCONJ
ajeer-3666	211	24	tourani	tourani	PROPN
ajeer-3666	211	25	-	-	PUNCT
ajeer-3666	211	26	rad	rad	PROPN
ajeer-3666	211	27	,	,	PUNCT
ajeer-3666	211	28	a.	a.	NOUN
ajeer-3666	211	29	(	(	PUNCT
ajeer-3666	211	30	2010	2010	NUM
ajeer-3666	211	31	)	)	PUNCT
ajeer-3666	211	32	.	.	PUNCT
ajeer-3666	212	1	the	the	DET
ajeer-3666	212	2	information	information	NOUN
ajeer-3666	212	3	content	content	NOUN
ajeer-3666	212	4	of	of	ADP
ajeer-3666	212	5	implied	imply	VERB
ajeer-3666	212	6	volatility	volatility	NOUN
ajeer-3666	212	7	:	:	PUNCT
ajeer-3666	212	8	evidence	evidence	NOUN
ajeer-3666	212	9	from	from	ADP
ajeer-3666	212	10	australia	australia	PROPN
ajeer-3666	212	11	.	.	PUNCT
ajeer-3666	213	1	journal	journal	PROPN
ajeer-3666	213	2	of	of	ADP
ajeer-3666	213	3	futures	future	NOUN
ajeer-3666	213	4	markets	market	NOUN
ajeer-3666	213	5	:	:	PUNCT
ajeer-3666	214	1	futures	future	NOUN
ajeer-3666	214	2	,	,	PUNCT
ajeer-3666	214	3	options	option	NOUN
ajeer-3666	214	4	,	,	PUNCT
ajeer-3666	214	5	and	and	CCONJ
ajeer-3666	214	6	other	other	ADJ
ajeer-3666	214	7	derivative	derivative	ADJ
ajeer-3666	214	8	products	product	NOUN
ajeer-3666	214	9	,	,	PUNCT
ajeer-3666	214	10	30(2	30(2	NUM
ajeer-3666	214	11	)	)	PUNCT
ajeer-3666	214	12	,	,	PUNCT
ajeer-3666	214	13	134	134	NUM
ajeer-3666	214	14	-	-	SYM
ajeer-3666	214	15	155	155	NUM
ajeer-3666	214	16	.	.	PUNCT
ajeer-3666	214	17	giot	giot	NOUN
ajeer-3666	214	18	,	,	PUNCT
ajeer-3666	214	19	p.	p.	NOUN
ajeer-3666	214	20	(	(	PUNCT
ajeer-3666	214	21	2003	2003	NUM
ajeer-3666	214	22	)	)	PUNCT
ajeer-3666	214	23	.	.	PUNCT
ajeer-3666	215	1	the	the	DET
ajeer-3666	215	2	information	information	NOUN
ajeer-3666	215	3	content	content	NOUN
ajeer-3666	215	4	of	of	ADP
ajeer-3666	215	5	implied	imply	VERB
ajeer-3666	215	6	volatility	volatility	NOUN
ajeer-3666	215	7	in	in	ADP
ajeer-3666	215	8	agricultural	agricultural	ADJ
ajeer-3666	215	9	commodity	commodity	NOUN
ajeer-3666	215	10	markets	market	NOUN
ajeer-3666	215	11	.	.	PUNCT
ajeer-3666	216	1	journal	journal	PROPN
ajeer-3666	216	2	of	of	ADP
ajeer-3666	216	3	futures	future	NOUN
ajeer-3666	216	4	markets	market	NOUN
ajeer-3666	216	5	:	:	PUNCT
ajeer-3666	217	1	futures	future	NOUN
ajeer-3666	217	2	,	,	PUNCT
ajeer-3666	217	3	options	option	NOUN
ajeer-3666	217	4	,	,	PUNCT
ajeer-3666	217	5	and	and	CCONJ
ajeer-3666	217	6	other	other	ADJ
ajeer-3666	217	7	derivative	derivative	ADJ
ajeer-3666	217	8	products	product	NOUN
ajeer-3666	217	9	,	,	PUNCT
ajeer-3666	217	10	23(5	23(5	NUM
ajeer-3666	217	11	)	)	PUNCT
ajeer-3666	217	12	,	,	PUNCT
ajeer-3666	217	13	441-454.available	441-454.available	NUM
ajeer-3666	217	14	at	at	ADP
ajeer-3666	217	15	:	:	PUNCT
ajeer-3666	217	16	https://doi.org/10.1002/fut.10069	https://doi.org/10.1002/fut.10069	PROPN
ajeer-3666	217	17	.	.	PUNCT
ajeer-3666	218	1	asian	asian	PROPN
ajeer-3666	218	2	journal	journal	PROPN
ajeer-3666	218	3	of	of	ADP
ajeer-3666	218	4	economics	economic	NOUN
ajeer-3666	218	5	and	and	CCONJ
ajeer-3666	218	6	empirical	empirical	ADJ
ajeer-3666	218	7	research	research	NOUN
ajeer-3666	218	8	,	,	PUNCT
ajeer-3666	218	9	2022	2022	NUM
ajeer-3666	218	10	,	,	PUNCT
ajeer-3666	218	11	9(1	9(1	NUM
ajeer-3666	218	12	):	):	PUNCT
ajeer-3666	218	13	13	13	NUM
ajeer-3666	218	14	-	-	SYM
ajeer-3666	218	15	20	20	NUM
ajeer-3666	218	16	20	20	NUM
ajeer-3666	218	17	©	©	PROPN
ajeer-3666	218	18	2022	2022	NUM
ajeer-3666	218	19	by	by	ADP
ajeer-3666	218	20	the	the	DET
ajeer-3666	218	21	authors	author	NOUN
ajeer-3666	218	22	;	;	PUNCT
ajeer-3666	218	23	licensee	licensee	PROPN
ajeer-3666	218	24	asian	asian	ADJ
ajeer-3666	218	25	online	online	PROPN
ajeer-3666	218	26	journal	journal	PROPN
ajeer-3666	218	27	publishing	publishing	PROPN
ajeer-3666	218	28	group	group	PROPN
ajeer-3666	218	29	hansen	hansen	PROPN
ajeer-3666	218	30	,	,	PUNCT
ajeer-3666	218	31	p.	p.	PROPN
ajeer-3666	218	32	r.	r.	PROPN
ajeer-3666	218	33	,	,	PUNCT
ajeer-3666	218	34	lunde	lunde	PROPN
ajeer-3666	218	35	,	,	PUNCT
ajeer-3666	218	36	a.	a.	PROPN
ajeer-3666	218	37	,	,	PUNCT
ajeer-3666	218	38	&	&	CCONJ
ajeer-3666	218	39	nason	nason	PROPN
ajeer-3666	218	40	,	,	PUNCT
ajeer-3666	218	41	j.	j.	PROPN
ajeer-3666	218	42	m.	m.	PROPN
ajeer-3666	218	43	(	(	PUNCT
ajeer-3666	218	44	2011	2011	NUM
ajeer-3666	218	45	)	)	PUNCT
ajeer-3666	218	46	.	.	PUNCT
ajeer-3666	219	1	the	the	DET
ajeer-3666	219	2	model	model	NOUN
ajeer-3666	219	3	confidence	confidence	NOUN
ajeer-3666	219	4	set	set	VERB
ajeer-3666	219	5	.	.	PUNCT
ajeer-3666	220	1	econometrica	econometrica	PROPN
ajeer-3666	220	2	,	,	PUNCT
ajeer-3666	220	3	79(2	79(2	NUM
ajeer-3666	220	4	)	)	PUNCT
ajeer-3666	220	5	,	,	PUNCT
ajeer-3666	220	6	453-497.available	453-497.available	NUM
ajeer-3666	220	7	at	at	ADP
ajeer-3666	220	8	:	:	PUNCT
ajeer-3666	220	9	https://doi.org/10.3982/ecta5771	https://doi.org/10.3982/ecta5771	NOUN
ajeer-3666	220	10	.	.	PUNCT
ajeer-3666	221	1	konstantinidi	konstantinidi	PROPN
ajeer-3666	221	2	,	,	PUNCT
ajeer-3666	221	3	e.	e.	PROPN
ajeer-3666	221	4	,	,	PUNCT
ajeer-3666	221	5	skiadopoulos	skiadopoulo	NOUN
ajeer-3666	221	6	,	,	PUNCT
ajeer-3666	221	7	g.	g.	PROPN
ajeer-3666	221	8	,	,	PUNCT
ajeer-3666	221	9	&	&	CCONJ
ajeer-3666	221	10	tzagkaraki	tzagkaraki	PROPN
ajeer-3666	221	11	,	,	PUNCT
ajeer-3666	221	12	e.	e.	PROPN
ajeer-3666	221	13	(	(	PUNCT
ajeer-3666	221	14	2008	2008	NUM
ajeer-3666	221	15	)	)	PUNCT
ajeer-3666	221	16	.	.	PUNCT
ajeer-3666	222	1	can	can	AUX
ajeer-3666	222	2	the	the	DET
ajeer-3666	222	3	evolution	evolution	NOUN
ajeer-3666	222	4	of	of	ADP
ajeer-3666	222	5	implied	imply	VERB
ajeer-3666	222	6	volatility	volatility	NOUN
ajeer-3666	222	7	be	be	AUX
ajeer-3666	222	8	forecasted	forecast	VERB
ajeer-3666	222	9	?	?	PUNCT
ajeer-3666	223	1	evidence	evidence	NOUN
ajeer-3666	223	2	from	from	ADP
ajeer-3666	223	3	european	european	ADJ
ajeer-3666	223	4	and	and	CCONJ
ajeer-3666	223	5	us	we	PRON
ajeer-3666	223	6	implied	imply	VERB
ajeer-3666	223	7	volatility	volatility	NOUN
ajeer-3666	223	8	indices	index	NOUN
ajeer-3666	223	9	.	.	PUNCT
ajeer-3666	224	1	journal	journal	NOUN
ajeer-3666	224	2	of	of	ADP
ajeer-3666	224	3	banking	banking	NOUN
ajeer-3666	224	4	&	&	CCONJ
ajeer-3666	224	5	finance	finance	PROPN
ajeer-3666	224	6	,	,	PUNCT
ajeer-3666	224	7	32(11	32(11	NUM
ajeer-3666	224	8	)	)	PUNCT
ajeer-3666	224	9	,	,	PUNCT
ajeer-3666	224	10	2401-2411.available	2401-2411.available	NUM
ajeer-3666	224	11	at	at	ADP
ajeer-3666	224	12	:	:	PUNCT
ajeer-3666	224	13	https://doi.org/10.1016/j.jbankfin.2008.02.003	https://doi.org/10.1016/j.jbankfin.2008.02.003	PROPN
ajeer-3666	224	14	.	.	PUNCT
ajeer-3666	224	15	liu	liu	PROPN
ajeer-3666	224	16	,	,	PUNCT
ajeer-3666	224	17	m.-l	m.-l	PROPN
ajeer-3666	224	18	.	.	PUNCT
ajeer-3666	224	19	,	,	PUNCT
ajeer-3666	224	20	ji	ji	PROPN
ajeer-3666	224	21	,	,	PUNCT
ajeer-3666	224	22	q.	q.	PROPN
ajeer-3666	224	23	,	,	PUNCT
ajeer-3666	224	24	&	&	CCONJ
ajeer-3666	224	25	fan	fan	PROPN
ajeer-3666	224	26	,	,	PUNCT
ajeer-3666	224	27	y.	y.	PROPN
ajeer-3666	224	28	(	(	PUNCT
ajeer-3666	224	29	2013	2013	NUM
ajeer-3666	224	30	)	)	PUNCT
ajeer-3666	224	31	.	.	PUNCT
ajeer-3666	225	1	how	how	SCONJ
ajeer-3666	225	2	does	do	AUX
ajeer-3666	225	3	oil	oil	NOUN
ajeer-3666	225	4	market	market	NOUN
ajeer-3666	225	5	uncertainty	uncertainty	NOUN
ajeer-3666	225	6	interact	interact	VERB
ajeer-3666	225	7	with	with	ADP
ajeer-3666	225	8	other	other	ADJ
ajeer-3666	225	9	markets	market	NOUN
ajeer-3666	225	10	?	?	PUNCT
ajeer-3666	226	1	an	an	DET
ajeer-3666	226	2	empirical	empirical	ADJ
ajeer-3666	226	3	analysis	analysis	NOUN
ajeer-3666	226	4	of	of	ADP
ajeer-3666	226	5	implied	imply	VERB
ajeer-3666	226	6	volatility	volatility	NOUN
ajeer-3666	226	7	index	index	NOUN
ajeer-3666	226	8	.	.	PUNCT
ajeer-3666	227	1	energy	energy	NOUN
ajeer-3666	227	2	,	,	PUNCT
ajeer-3666	227	3	55	55	NUM
ajeer-3666	227	4	,	,	PUNCT
ajeer-3666	227	5	860-868.available	860-868.available	NUM
ajeer-3666	227	6	at	at	ADP
ajeer-3666	227	7	:	:	PUNCT
ajeer-3666	227	8	https://doi.org/10.1016/j.energy.2013.04.037	https://doi.org/10.1016/j.energy.2013.04.037	PROPN
ajeer-3666	227	9	.	.	PUNCT
ajeer-3666	228	1	mazzeu	mazzeu	PROPN
ajeer-3666	228	2	,	,	PUNCT
ajeer-3666	228	3	j.	j.	PROPN
ajeer-3666	228	4	h.	h.	PROPN
ajeer-3666	228	5	g.	g.	PROPN
ajeer-3666	228	6	,	,	PUNCT
ajeer-3666	228	7	veiga	veiga	PROPN
ajeer-3666	228	8	,	,	PUNCT
ajeer-3666	228	9	h.	h.	PROPN
ajeer-3666	228	10	,	,	PUNCT
ajeer-3666	228	11	&	&	CCONJ
ajeer-3666	228	12	mariti	mariti	PROPN
ajeer-3666	228	13	,	,	PUNCT
ajeer-3666	228	14	m.	m.	PROPN
ajeer-3666	228	15	b.	b.	PROPN
ajeer-3666	228	16	(	(	PUNCT
ajeer-3666	228	17	2019	2019	NUM
ajeer-3666	228	18	)	)	PUNCT
ajeer-3666	228	19	.	.	PUNCT
ajeer-3666	229	1	modeling	modeling	NOUN
ajeer-3666	229	2	and	and	CCONJ
ajeer-3666	229	3	forecasting	forecast	VERB
ajeer-3666	229	4	the	the	DET
ajeer-3666	229	5	oil	oil	NOUN
ajeer-3666	229	6	volatility	volatility	NOUN
ajeer-3666	229	7	index	index	NOUN
ajeer-3666	229	8	.	.	PUNCT
ajeer-3666	230	1	journal	journal	PROPN
ajeer-3666	230	2	of	of	ADP
ajeer-3666	230	3	forecasting	forecasting	NOUN
ajeer-3666	230	4	,	,	PUNCT
ajeer-3666	230	5	38(8	38(8	NUM
ajeer-3666	230	6	)	)	PUNCT
ajeer-3666	230	7	,	,	PUNCT
ajeer-3666	230	8	773787.available	773787.available	NUM
ajeer-3666	230	9	at	at	ADP
ajeer-3666	230	10	:	:	PUNCT
ajeer-3666	230	11	https://doi.org/10.1002/for.2598	https://doi.org/10.1002/for.2598	PROPN
ajeer-3666	230	12	.	.	PUNCT
ajeer-3666	231	1	asian	asian	PROPN
ajeer-3666	231	2	online	online	PROPN
ajeer-3666	231	3	journal	journal	PROPN
ajeer-3666	231	4	publishing	publishing	NOUN
ajeer-3666	231	5	group	group	NOUN
ajeer-3666	231	6	is	be	AUX
ajeer-3666	231	7	not	not	PART
ajeer-3666	231	8	responsible	responsible	ADJ
ajeer-3666	231	9	or	or	CCONJ
ajeer-3666	231	10	answerable	answerable	ADJ
ajeer-3666	231	11	for	for	ADP
ajeer-3666	231	12	any	any	DET
ajeer-3666	231	13	loss	loss	NOUN
ajeer-3666	231	14	,	,	PUNCT
ajeer-3666	231	15	damage	damage	NOUN
ajeer-3666	231	16	or	or	CCONJ
ajeer-3666	231	17	liability	liability	NOUN
ajeer-3666	231	18	,	,	PUNCT
ajeer-3666	231	19	etc	etc	X
ajeer-3666	231	20	.	.	X
ajeer-3666	231	21	caused	cause	VERB
ajeer-3666	231	22	in	in	ADP
ajeer-3666	231	23	relation	relation	NOUN
ajeer-3666	231	24	to	to	PART
ajeer-3666	231	25	/	/	PUNCT
ajeer-3666	231	26	arising	arise	VERB
ajeer-3666	231	27	out	out	ADP
ajeer-3666	231	28	of	of	ADP
ajeer-3666	231	29	the	the	DET
ajeer-3666	231	30	use	use	NOUN
ajeer-3666	231	31	of	of	ADP
ajeer-3666	231	32	the	the	DET
ajeer-3666	231	33	content	content	NOUN
ajeer-3666	231	34	.	.	PUNCT
ajeer-3666	232	1	any	any	DET
ajeer-3666	232	2	queries	query	NOUN
ajeer-3666	232	3	should	should	AUX
ajeer-3666	232	4	be	be	AUX
ajeer-3666	232	5	directed	direct	VERB
ajeer-3666	232	6	to	to	ADP
ajeer-3666	232	7	the	the	DET
ajeer-3666	232	8	corresponding	corresponding	ADJ
ajeer-3666	232	9	author	author	NOUN
ajeer-3666	232	10	of	of	ADP
ajeer-3666	232	11	the	the	DET
ajeer-3666	232	12	article	article	NOUN
ajeer-3666	232	13	.	.	PUNCT