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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Materias: | |
| 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 |