Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis

(2021) Huiming Zhu et al.   North American Journal of Economics and Finance

Economic policy uncertainty and China’s growth-at-risk

(2021) Xin Gu et al.   Economic Analysis and Policy

The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty

(2021) Oluwasegun B. Adekoya et al.   RESOURCES POLICY

Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China

(2019) Yonghong Jiang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

The forecasting power of EPU for crude oil return volatility

(2019) Rufei Ma et al.   Energy Reports

Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes

(2017) Zihui Yang et al.   MANAGEMENT SCIENCE

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

(2012) Thomas J. Fisher et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The Impact of Uncertainty Shocks

(2009)   ECONOMETRICA