Impacts of renewable energy, trade globalization, and technological innovation on environmental development in China: Evidence from various environmental …
This study analyzes the impact of renewable energy (REN), trade globalization (GLO), and
technological innovation (TEI) on environmental quality in China. In doing so, the study …
technological innovation (TEI) on environmental quality in China. In doing so, the study …
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …
Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis
D Yuan, S Li, R Li, F Zhang - Energy Economics, 2022 - Elsevier
This paper investigates the relationship between EPU, oil and stock markets in the BRIC
countries under different market conditions. The multivariate quantile VAR approach is used …
countries under different market conditions. The multivariate quantile VAR approach is used …
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
This study mainly investigates which predictors (VIX or EPU index) are useful to forecast
future volatility for 19 equity indices based on HAR framework during coronavirus pandemic …
future volatility for 19 equity indices based on HAR framework during coronavirus pandemic …
[HTML][HTML] Global financial stress index and long-term volatility forecast for international stock markets
C Liang, Q Luo, Y Li, LDT Huynh - Journal of International Financial …, 2023 - Elsevier
In this study, we examine the long-term predictive role of the global financial stress index
(GFSI) on equity market volatility and provide a comprehensive analysis using GFSI for the …
(GFSI) on equity market volatility and provide a comprehensive analysis using GFSI for the …
Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility: New evidence
Y Lyu, S Tuo, Y Wei, M Yang - Resources Policy, 2021 - Elsevier
This paper is the first to investigate the time-varying effects of global economic policy
uncertainty (GEPU) shocks on the volatility of two international pricing benchmarks for crude …
uncertainty (GEPU) shocks on the volatility of two international pricing benchmarks for crude …
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model
J Liu, Z Zhang, L Yan, F Wen - Financial Innovation, 2021 - Springer
This study investigates the impact of economic policy uncertainty (EPU) on the volatility of
European Union (EU) carbon futures prices and whether it has predictive power for the …
European Union (EU) carbon futures prices and whether it has predictive power for the …
Asymmetric volatility spillovers between international economic policy uncertainty and the US stock market
This paper studies the asymmetric spillover effect of important economic policy uncertainty
(EPU) on the S&P500 index. We use monthly EPU indexes from Australia, Canada, China …
(EPU) on the S&P500 index. We use monthly EPU indexes from Australia, Canada, China …
Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model
D Li, L Zhang, L Li - International Review of Financial Analysis, 2023 - Elsevier
Given that policy uncertainty shocks in the economic environment can exacerbate financial
market volatility and pose financial risks, this paper utilizes a smooth transition version of the …
market volatility and pose financial risks, this paper utilizes a smooth transition version of the …
The effects of economic policy uncertainty on outward foreign direct investment
HC Hsieh, S Boarelli, THC Vu - International Review of Economics & …, 2019 - Elsevier
This research article aims to analyze the impact that economic policy uncertainty has on
foreign direct investment (FDI), which has long remained elusive due to the challenge of …
foreign direct investment (FDI), which has long remained elusive due to the challenge of …