Mixed-Frequency Connectedness between Crude Oil Price Volatility and Global Economic Policy Uncertainty

被引:0
|
作者
Institute for Advanced Studies in Finance and Economics, Hubei University of Economics, Wuhan [1 ]
430205, China
不详 [2 ]
361005, China
机构
来源
|
关键词
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Commerce - Crude oil
引用
收藏
相关论文
共 50 条
  • [1] Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
    Salisu, Afees A.
    Gupta, Rangan
    Bouri, Elie
    Ji, Qiang
    [J]. JOURNAL OF FORECASTING, 2022, 41 (01) : 134 - 157
  • [2] Influencing Factors Analysis of Crude Oil Futures Price Volatility Based on Mixed-Frequency Data
    Wu, Congxin
    Wang, Xinyu
    Luo, Shan
    Shan, Jing
    Wang, Feng
    [J]. APPLIED SCIENCES-BASEL, 2020, 10 (23): : 1 - 32
  • [3] Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility : New evidence
    Lyu, Yongjian
    Tuo, Siwei
    Wei, Yu
    Yang, Mo
    [J]. RESOURCES POLICY, 2021, 70
  • [4] Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility
    Zhang, Yaojie
    He, Mengxi
    Wang, Yudong
    Liang, Chao
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2023, 39 (03) : 1318 - 1332
  • [5] Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model
    Zeng, Qing
    Tang, Yusui
    Yang, Hua
    Zhang, Xi
    [J]. FINANCE RESEARCH LETTERS, 2024, 59
  • [6] Measuring the frequency and quantile connectedness between policy categories and global oil price
    Nong, Huifu
    Liu, Hongxiao
    [J]. RESOURCES POLICY, 2023, 83
  • [7] Modelling and forecasting crude oil price volatility with climate policy uncertainty
    He, Mengxi
    Zhang, Yaojie
    Wang, Yudong
    Wen, Danyan
    [J]. HUMANITIES & SOCIAL SCIENCES COMMUNICATIONS, 2024, 11 (01):
  • [8] Unveiling the Effect of Mean and Volatility Spillover between the United States Economic Policy Uncertainty and WTI Crude Oil Price
    Su, Ruixin
    Du, Jianguo
    Shahzad, Fakhar
    Long, Xingle
    [J]. SUSTAINABILITY, 2020, 12 (16)
  • [9] Spillovers from global economic policy uncertainty and oil price volatility to the volatility of stock markets of oil importers and exporters
    Syed, Qasim Raza
    Bouri, Elie
    [J]. ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, 2022, 29 (11) : 15603 - 15613
  • [10] Spillovers from global economic policy uncertainty and oil price volatility to the volatility of stock markets of oil importers and exporters
    Qasim Raza Syed
    Elie Bouri
    [J]. Environmental Science and Pollution Research, 2022, 29 : 15603 - 15613