Does oil price uncertainty matter in stock market volatility forecasting?

• Peng Qin ,

  Roles Data curation, Formal analysis, Methodology, Resources, Software, Writing – original draft

  * E-mail: qplearn@buaa.edu.cn

  Affiliation Department of Economics and Management, Beihang University, Beijing, China PR

  https://orcid.org/0000-0003-0252-0264

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• Manying Bai

  Roles Supervision, Writing – review & editing

  Affiliation Department of Economics and Management, Beihang University, Beijing, China PR

  https://orcid.org/0000-0002-6102-137X

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