How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets : evidence from wavelet analysis
Xiuwen Chen, Yinhong Yao, Lin Wang, Shenwei Huang
| Year of publication: |
2024
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| Authors: | Chen, Xiuwen ; Yao, Yinhong ; Wang, Lin ; Huang, Shenwei |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102217, p. 1-15
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| Subject: | Commodity market | Financial market | Economic policy uncertainty | Volatility index | Geopolitical risk | Volatilität | Volatility | Finanzmarkt | Risiko | Risk | Welt | World | Rohstoffmarkt | Wirtschaftspolitik | Economic policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015133595