Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains

With a sample of monthly data from January 2000 to July 2021, this paper investigates the risk connectedness relationship between different kinds of China’s EPU and global oil prices in both time and frequency domains. To achieve that, a research framework mainly consists of wavelet transform method...

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Detalles Bibliográficos
Autores principales: Cheng, Sheng, Liu, Wei, Jiang, Qisheng, Cao, Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9010716/
https://www.ncbi.nlm.nih.gov/pubmed/35440845
http://dx.doi.org/10.1007/s10614-022-10254-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9010716/
https://www.ncbi.nlm.nih.gov/pubmed/35440845
http://dx.doi.org/10.1007/s10614-022-10254-6

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