The asymmetric and multi-scale volatility correlation between global oil price and economic policy uncertainty of China

With the monthly data of WTI oil price and economic policy uncertainty (EPU) of China from January 2000 to August 2020, this paper detailedly investigates the asymmetric volatility correlations between two types of EPU of China and global oil price in different time scales. The empirical results dem...

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Detalles Bibliográficos
Autores principales: Jiang, Qisheng, Cheng, Sheng, Cao, Yan, Wang, Zicheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8448521/
https://www.ncbi.nlm.nih.gov/pubmed/34535861
http://dx.doi.org/10.1007/s11356-021-16446-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8448521/
https://www.ncbi.nlm.nih.gov/pubmed/34535861
http://dx.doi.org/10.1007/s11356-021-16446-1

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