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Commodity price changes and the predictability of economic policy uncertainty

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Persistent link: https://www.econbiz.de/10011382844

Oil information uncertainty and aggregate market returns : a natural experiment based on satellite data

Hao, Xianfeng; Wang, Yudong; Wu, Chongfeng; Wu, Liangyu - In: Journal of financial markets 70 (2024), pp. 1-19

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Cryptocurrency Uncertainty and Volatility Forecasting of Precious Metal Futures Markets

Wei, Yu; Wang, Yizhi; Lucey, Brian M.; Vigne, Samuel A. - 2022

Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...

Persistent link: https://www.econbiz.de/10013404670

Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets

Wei, Yu; Wang, Yizhi; Lucey, Brian M.; Vigne, Samuel A. - In: Journal of commodity markets 29 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014277412

Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9

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Does the financial crisis change the economic risk perception of crude oil traders? : a MIDAS quantile regression approach

Lei, Likun; Shang, Yue; Chen, Yongfei; Wei, Yu - In: Finance research letters 30 (2019), pp. 341-351

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Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

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Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization

Yang, Kun; Wei, Yu; Li, Shouwei; He, Jianmin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12

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Can Chinese green bond play a long-run safe haven for different crude oil under multiple uncertainties? : A comparative analysis with the U.S. green bond

Zhu, Pengfei; Lu, Tuantuan; Wei, Yu - In: Applied economics letters 32 (2025) 6, pp. 812-816

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Which uncertainty is powerful to forecast crude oil market volatility? : new evidence

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