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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...
Autores principales: | Cheng, Sheng, Liu, Wei, Jiang, Qisheng, Cao, Yan |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2022
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Materias: | |
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 |
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