Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence
The global economic outlook is more uncertain than ever before and sensitive to
uncertainties related to a variety of economic policies decisions of all stakeholders and …
uncertainties related to a variety of economic policies decisions of all stakeholders and …
Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression
W You, Y Guo, H Zhu, Y Tang - Energy Economics, 2017 - Elsevier
This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …
uncertainty on stock returns at different locations on the return distributions. Based on …
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
This paper investigates the effects of oil price shocks and economic policy uncertainty on the
stock returns of oil and gas companies. We find that an oil demand-side shock has a positive …
stock returns of oil and gas companies. We find that an oil demand-side shock has a positive …
[HTML][HTML] Geopolitical risk, economic policy uncertainty and global oil price volatility—an empirical study based on quantile causality nonparametric test and wavelet …
This paper uses bivariate quantile causality nonparametric test and wavelet coherence to
analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil …
analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil …
Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes
We study the cross-quantile dependence of renewable energy (RE) stock returns on
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …
aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a …
Does the US economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
We provide novel insight to the emerging literature on the role of US monetary policy as a
driver of a global financial cycle by examining the possible causal effect of US economic …
driver of a global financial cycle by examining the possible causal effect of US economic …
Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices
A Atil, A Lahiani, DK Nguyen - Energy Policy, 2014 - Elsevier
In this article, we use the recently developed nonlinear autoregressive distributed lags
(NARDL) model to examine the pass-through of crude oil prices into gasoline and natural …
(NARDL) model to examine the pass-through of crude oil prices into gasoline and natural …
Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production
Important interaction has been established for US economic policy uncertainty with a
number of economic and financial variables including oil prices. This paper examines the …
number of economic and financial variables including oil prices. This paper examines the …
Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions
A Alqahtani, T Klein - Energy, 2021 - Elsevier
We examine the long-term impact of oil prices, price uncertainty, and local and global
geopolitical risks on Gulf Cooperation Council (GCC) stock markets from May 2007 to …
geopolitical risks on Gulf Cooperation Council (GCC) stock markets from May 2007 to …
When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis
K Mokni - The Quarterly Review of Economics and Finance, 2021 - Elsevier
Most previous studies focusing on the effect of the economic policy uncertainty (EPU) on the
Bitcoin price do not assess for market conditions and assume that this effect is symmetric. To …
Bitcoin price do not assess for market conditions and assume that this effect is symmetric. To …