Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2018.10.002 ◽

2020 ◽

Vol 51 ◽

pp. 100854 ◽

Author(s):

Xiaolei Sun ◽

Xiuwen Chen ◽

Jun Wang ◽

Jianping Li

Keyword(s):

Economic Policy ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Scale Interactions ◽

Time Frequency ◽

Multi Scale ◽

Frequency Domains

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Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2018.09.005 ◽

2019 ◽

Vol 53 ◽

pp. 40-55 ◽

Author(s):

Zied Ftiti ◽

Sinda Hadhri

Keyword(s):

Economic Policy ◽

Stock Returns ◽

Investor Sentiment ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

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

International Review of Economics & Finance ◽

10.1016/j.iref.2021.12.010 ◽

2021 ◽

Author(s):

Jianbai Huang ◽

Xuesong Dong ◽

Jinyu Chen ◽

Meirui Zhong

Keyword(s):

Economic Policy ◽

Precious Metal ◽

Policy Uncertainty ◽

Economic Policy Uncertainty

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Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework

Finance Research Letters ◽

10.1016/j.frl.2016.12.010 ◽

2017 ◽

Vol 21 ◽

pp. 214-221 ◽

Author(s):

Xiaolei Sun ◽

Xiaoyang Yao ◽

Jun Wang

Keyword(s):

Economic Policy ◽

Financial Stress ◽

Dynamic Interaction ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

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The Impact of Foreign Exchange and Oil Prices Shocks on the Novel Google Trend Based Index of Economic Policy Uncertainty: A Case of Developing Country

Celal Bayar Üniversitesi Sosyal Bilimler Dergisi ◽

10.18026/cbayarsos.855000 ◽

2021 ◽

pp. 287-298

Author(s):

Umut Burak GEYİKCİ ◽

Fatma İZMİRLİ ATA ◽

Lale DEMİRLİOĞLU

Keyword(s):

Economic Policy ◽

Developing Country ◽

Foreign Exchange ◽

Policy Uncertainty ◽

The Novel ◽

Economic Policy Uncertainty ◽

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Dynamic Spillover Effect Between Oil Prices and Economic Policy Uncertainty in BRIC Countries: A Wavelet-Based Approach

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2018.1564904 ◽

2019 ◽

Vol 55 (12) ◽

pp. 2703-2717 ◽

Author(s):

Xiuwen Chen ◽

Xiaolei Sun ◽

Jun Wang

Keyword(s):

Economic Policy ◽

Spillover Effect ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

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Do Oil and Gas Prices Influence Economic Policy Uncertainty Differently: Multi-Country Evidence Using Time-frequency Approach

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2021.06.012 ◽

2021 ◽

Author(s):

Saumya Ranjan Dash ◽

Debasish Maitra

Keyword(s):

Economic Policy ◽

Oil And Gas ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

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The asymmetric and multi-scale volatility correlation between global oil price and economic policy uncertainty of China

Environmental Science and Pollution Research ◽

10.1007/s11356-021-16446-1 ◽

2021 ◽

Author(s):

Qisheng Jiang ◽

Sheng Cheng ◽

Yan Cao ◽

Zicheng Wang

Keyword(s):

Economic Policy ◽

Oil Price ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

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Volatility spillovers of gold prices, oil prices, and economic policy uncertainty on the stock market of Pakistan

Global Business and Economics Review ◽

10.1504/gber.2021.115806 ◽

2021 ◽

Vol 24 (4) ◽

pp. 344

Author(s):

Tariq Aziz ◽

Afaque Hussain

Keyword(s):

Economic Policy ◽

Stock Market ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

Volatility Spillovers

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The relationship between oil prices, global economic policy uncertainty and financial market stress

The Journal of Energy Markets ◽

10.21314/jem.2021.002 ◽

2021 ◽

Author(s):

Sayyed Ziaei

Keyword(s):

Economic Policy ◽

Financial Market ◽

Policy Uncertainty ◽

Economic Policy Uncertainty ◽

The Relationship

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Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model

Energy Economics ◽

10.1016/j.eneco.2019.06.010 ◽

2019 ◽

Vol 83 ◽

pp. 40-51 ◽

Author(s):

Abebe Hailemariam ◽

Russell Smyth ◽

Xibin Zhang

Keyword(s):

Economic Policy ◽

Panel Data Model ◽

Policy Uncertainty ◽

Economic Policy Uncertainty

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