Climate policy uncertainty and its relationship with precious metals price volatility: Comparative analysis pre and during COVID-19
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DOI: 10.1016/j.resourpol.2023.104465
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- Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024. "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
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Keywords
Precious metals volatility; Climate policy uncertainty; COVID-19; GARCH-MIDAS.;All these keywords.
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