News-based equity market uncertainty and crude oil volatility

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Dutta, Anupam [1 ]
Bouri, Elie [2 ]
Saeed, Tareq [3 ]
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[1] School of Accounting and Finance, University of Vaasa, Vaasa, Finland
[2] Adnan Kassar School of Business, Lebanese American University, Lebanon
[3] Nonlinear Analysis and Applied Mathematics (NAAM)-Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia
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