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

Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models

(2021) Parisa Esmaeili et al.   ENERGY

African swine fever and meat prices fluctuation: An empirical study in China based on TVP-VAR model

(2021) Hui-shang LI et al.   Journal of Integrative Agriculture

Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data

(2021) Hongwei Zhang et al.   RESOURCES POLICY

Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns

(2021) Kiryoung Lee et al.   International Review of Economics & Finance

Oil price shocks, economic policy uncertainty and industrial economic growth in China

(2019) Jingyu Chen et al.   PLoS One

Exploring the dynamic effects of financial factors on oil prices based on a TVP-VAR model

(2019) Fenghua Wen et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach

(2019) Elif Akay Toparlı et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Dynamic response pattern of gold prices to economic policy uncertainty

(2019) Gao CHAI et al.   TRANSACTIONS OF NONFERROUS METALS SOCIETY OF CHINA

Time-varying effects of oil supply and demand shocks on China's macro-economy

(2018) Xu Gong et al.   ENERGY

Dynamic interacting relationships among international oil prices, macroeconomic variables and precious metal prices

(2015) Xue-hong ZHU et al.   TRANSACTIONS OF NONFERROUS METALS SOCIETY OF CHINA

Gold and oil futures markets: Are markets efficient?

(2010) Paresh Kumar Narayan et al.   APPLIED ENERGY