Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework

2021 ◽  
Author(s):  
Jianbai Huang ◽  
Xuesong Dong ◽  
Jinyu Chen ◽  
Meirui Zhong
Keyword(s):  
Economic Policy ◽  
Precious Metal ◽  
Oil Prices ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty

scholarly journals Impact of Trump’s Phenomenon, Brexit, & Oil Prices Fluctuation Toward Indonesia’s Economic Growth

2018 ◽  
Vol 7 (4) ◽  
pp. 348-373
Author(s):  
Abdul Holik
Keyword(s):  
Economic Growth ◽  
Economic Policy ◽  
Negative Impact ◽  
Positive Impact ◽  
Oil Prices ◽  
Developed Countries ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty ◽  
The Us ◽  
Short Run

This paper tries to find impact of global uncertainties toward Indonesia’s economic growth. Several problems which will be discussed in this paper namely: impacts of President Donald Trump’s policies, Brexit, and uncertainty regarding crude oil prices. It conducted from 1st quarter of 2010 until 1st quarter of 2017. The method of analysis used here is VECM (Vector Error Correction Model). We use dummy variable to capture the specific change of economic policies when Brexit and Trump’s emergence appear as the major issues which attract attention around the world. We consider these as the uncertainties which influence global society. Based on the result, there is positive impact of economic policy uncertainty in UK in the long-run. When Brexit was taken into account, in the short-run, it also has positive impact toward Indonesia’s economic growth. Meanwhile economic policy uncertainty in the US generates negative impact on Indonesia’s economic growth. But Trump’s emergence in the US presidency produces positive impact in the short-run. Oil price fluctuation as the latest shock in the global context has positive significant impact on Indonesia’s economic growth. We consider these results as ways to find breakthrough in understanding of changing policies from developed countries; that not all of them will contribute to negative matters. The conjecture, hunch, and any speculation must be postponed due to lack of convincing proofs.

Long‐run co‐variability between oil prices and economic policy uncertainty

2021 ◽  
Author(s):  
Muhammad Shahbaz ◽  
Arshian Sharif ◽  
Fateh Belaid ◽  
Xuan Vinh Vo
Keyword(s):  
Economic Policy ◽  
Oil Prices ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty ◽  
Long Run
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