Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Huiming Zhu, Rui Huang, Ningli Wang and Liya Hau
Year of publication: |
2020
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Authors: | Zhu, Huiming ; Huang, Rui ; Wang, Ningli ; Hau, Liya |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 21, p. 2292-2308
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Subject: | asymmetric effect | commodity futures | Economic policy uncertainty | heterogeneous effect | quantile regression | China | Wirtschaftspolitik | Economic policy | Rohstoffmarkt | Commodity market | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Rohstoffderivat | Commodity derivative | Welt | World | Risiko | Risk |
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