Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Sheng Cheng, Wei Liu, Qisheng Jiang, Yan Cao
| Year of publication: |
2023
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|---|---|
| Authors: | Cheng, Sheng ; Liu, Wei ; Jiang, Qisheng ; Cao, Yan |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 4, p. 1593-1616
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| Subject: | Economic policy uncertainty | Global oil prices | Risk connectedness | Wavelet transform | Ölpreis | Oil price | China | Wirtschaftspolitik | Economic policy | Risiko | Risk | Welt | World | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10254-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327075