The present paper explores the impact of several measures of policy uncertainty on commodity and equity markets during 2009-2022 using cointegration and Granger causality at the quantile level. We consider the three policy uncertainty indices widely, including global economic policy uncertainty...

The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the renewable energy and the oil & gas sectors. We use the quantile regression approach developed by Koenker and d’Orey (1987; 1994) to assess which uncertainties are the potential...

This paper examines the impact of COVID-19 pandemic on oil prices, CO2 emissions and stock market volatility over the period January 22, 2020 – March 30, 2020 using an unrestricted VAR. We demonstrate that although the increasing number of COVID-19 infections causeda decrease in the price of...

The purpose of this paper is to examine the connected dynamics of the affected Asian financial markets and global financial market in relation to the outbreak of the coronavirus (COVID-19) pandemic. We particularly examine the temporal dependence and connectedness of the affected markets with...